+137.9%
IEMG vs STRL
+6,846.4%
-6,708.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.7% |
| 7D | -0.9% | +5.4% | -6.3% | -1.6% |
| 30D | +2.1% | -9.0% | +11.1% | +3.3% |
| 3M | +4.6% | -37.1% | +41.7% | +10.6% |
| 6M | +14.0% | +17.8% | -3.8% | +8.1% |
| YTD | +22.3% | +58.3% | -36.0% | +11.0% |
| 1Y | +30.7% | +61.0% | -30.3% | +17.2% |
| 3Y | +83.2% | +517.8% | -434.6% | +29.1% |
| 5Y | +47.0% | +2,119.0% | -2,072.1% | -17.8% |
| All | +137.9% | +6,846.4% | -6,708.5% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling