+145.4%
IEMG vs STLD
+2,432.9%
-2,287.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.1% |
| 7D | +2.2% | +3.1% | -0.9% | +1.4% |
| 30D | +4.6% | -9.0% | +13.6% | +6.8% |
| 3M | +0.4% | -12.4% | +12.7% | +3.1% |
| 6M | +16.4% | +25.5% | -9.1% | +9.1% |
| YTD | +25.4% | +43.6% | -18.2% | +13.4% |
| 1Y | +38.3% | +87.2% | -48.9% | +16.6% |
| 3Y | +84.1% | +135.2% | -51.2% | +42.6% |
| 5Y | +49.0% | +290.9% | -241.9% | -3.6% |
| 10Y | +141.8% | +1,113.5% | -971.6% | +1.5% |
| All | +145.4% | +2,432.9% | -2,287.4% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling