+49.9%
IEMG vs STRL
+2,102.6%
-2,052.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | +1.6% | +8.2% | -6.6% | +0.5% |
| 30D | +4.6% | -6.3% | +11.0% | +5.4% |
| 3M | +4.8% | -41.2% | +46.0% | +11.4% |
| 6M | +16.8% | +20.4% | -3.5% | +11.2% |
| YTD | +24.8% | +61.7% | -36.9% | +14.3% |
| 1Y | +34.3% | +72.7% | -38.4% | +21.1% |
| 3Y | +87.0% | +530.9% | -444.0% | +35.7% |
| 5Y | +49.9% | +2,125.4% | -2,075.5% | -18.5% |
| All | +49.9% | +2,102.6% | -2,052.7% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling