+47.0%
IEMG vs STLA
-63.7%
+110.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -0.9% | -3.8% | +3.0% | 0.0% |
| 30D | +2.1% | -3.1% | +5.2% | +2.7% |
| 3M | +4.6% | -19.6% | +24.2% | +9.5% |
| 6M | +14.0% | -23.5% | +37.5% | +20.5% |
| YTD | +22.3% | -51.5% | +73.9% | +41.4% |
| 1Y | +30.7% | -39.7% | +70.3% | +41.5% |
| 3Y | +83.2% | -66.3% | +149.5% | +121.6% |
| 5Y | +47.0% | -63.1% | +110.1% | +63.5% |
| All | +47.0% | -63.7% | +110.7% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling