+145.4%
IEMG vs STRL
+5,228.5%
-5,083.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.8% | -4.1% | +0.9% |
| 7D | +2.2% | +3.4% | -1.2% | +1.8% |
| 30D | +4.6% | -9.2% | +13.9% | +5.7% |
| 3M | +0.4% | -51.0% | +51.4% | +8.5% |
| 6M | +16.4% | +15.8% | +0.6% | +11.5% |
| YTD | +25.4% | +58.9% | -33.4% | +15.5% |
| 1Y | +38.3% | +68.5% | -30.2% | +25.6% |
| 3Y | +84.1% | +485.2% | -401.1% | +39.0% |
| 5Y | +49.0% | +2,005.1% | -1,956.1% | -5.6% |
| 10Y | +141.8% | +7,118.0% | -6,976.1% | +29.4% |
| All | +145.4% | +5,228.5% | -5,083.0% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling