+88.0%
IEMG vs STLD
+141.4%
-53.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +2.8% | +2.7% | +0.1% | +2.2% |
| 30D | +4.6% | -8.4% | +13.1% | +6.3% |
| 3M | +5.5% | -9.9% | +15.4% | +7.2% |
| 6M | +19.7% | +33.0% | -13.3% | +12.3% |
| YTD | +25.5% | +42.6% | -17.1% | +16.0% |
| 1Y | +35.5% | +80.8% | -45.2% | +19.7% |
| 3Y | +88.0% | +143.4% | -55.5% | +53.8% |
| All | +88.0% | +141.4% | -53.5% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 3y: compounded portfolio wealth divided by compounded STLD 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…
3y analysis · Full analysis span regression · 6 months rolling