+116.5%
IEMG vs STLD
+2,376.6%
-2,260.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.4% | -1.6% |
| 7D | -0.7% | -4.7% | +4.0% | +0.5% |
| 30D | -9.4% | -0.9% | -8.4% | -9.2% |
| 3M | -7.3% | -11.9% | +4.6% | -4.7% |
| 6M | -10.4% | +0.9% | -11.3% | -11.3% |
| YTD | +10.6% | +40.4% | -29.8% | +0.4% |
| 1Y | +10.5% | +56.6% | -46.0% | -2.4% |
| 3Y | +67.7% | +125.5% | -57.7% | +31.4% |
| 5Y | +36.2% | +292.8% | -256.6% | -11.9% |
| 10Y | +125.6% | +787.1% | -661.5% | +4.4% |
| All | +116.5% | +2,376.6% | -2,260.2% | -29.6% |
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