+81.1%
IEMG vs STT
+194.3%
-113.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -0.9% | -1.4% | +0.5% | -0.4% |
| 30D | +2.1% | +2.2% | -0.1% | +1.3% |
| 3M | +4.6% | +18.8% | -14.2% | -1.2% |
| 6M | +14.0% | +57.9% | -43.9% | -1.4% |
| YTD | +22.3% | +51.0% | -28.7% | +7.0% |
| 1Y | +30.7% | +77.1% | -46.5% | +8.9% |
| All | +81.1% | +194.3% | -113.2% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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