+84.8%
IEMG vs STRL
+526.3%
-441.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | +1.6% | +8.2% | -6.6% | +0.6% |
| 30D | +4.6% | -6.3% | +11.0% | +5.4% |
| 3M | +4.8% | -41.2% | +46.0% | +10.9% |
| 6M | +16.8% | +20.4% | -3.5% | +12.1% |
| YTD | +24.8% | +61.7% | -36.9% | +15.9% |
| 1Y | +34.3% | +72.7% | -38.4% | +23.2% |
| All | +84.8% | +526.3% | -441.5% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling