+49.9%
IEMG vs STLD
+294.9%
-244.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +1.6% | -2.8% | +4.4% | +2.2% |
| 30D | +4.6% | -10.4% | +15.0% | +6.7% |
| 3M | +4.8% | -10.6% | +15.4% | +6.7% |
| 6M | +16.8% | +32.7% | -15.9% | +9.8% |
| YTD | +24.8% | +42.8% | -18.0% | +15.5% |
| 1Y | +34.3% | +86.9% | -52.6% | +17.8% |
| 3Y | +87.0% | +143.8% | -56.8% | +52.7% |
| 5Y | +49.9% | +293.5% | -243.6% | +8.9% |
| All | +49.9% | +294.9% | -244.9% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling