+145.6%
IEMG vs STLA
+184.2%
-38.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.1% | +0.8% |
| 7D | +2.8% | +0.7% | +2.0% | +2.6% |
| 30D | +4.6% | -2.4% | +7.0% | +5.0% |
| 3M | +5.5% | -23.9% | +29.4% | +11.8% |
| 6M | +19.7% | -24.6% | +44.3% | +26.8% |
| YTD | +25.5% | -50.5% | +76.0% | +44.3% |
| 1Y | +35.5% | -39.8% | +75.4% | +47.6% |
| 3Y | +88.0% | -65.6% | +153.6% | +125.9% |
| 5Y | +50.6% | -62.1% | +112.7% | +72.6% |
| 10Y | +138.4% | +47.8% | +90.6% | +101.7% |
| All | +145.6% | +184.2% | -38.6% | +110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling