+49.9%
IEMG vs STT
+158.4%
-108.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.6% | +1.0% | +0.6% | +1.3% |
| 30D | +4.6% | +2.8% | +1.8% | +3.7% |
| 3M | +4.8% | +18.1% | -13.3% | -0.3% |
| 6M | +16.8% | +59.2% | -42.4% | +1.9% |
| YTD | +24.8% | +51.5% | -26.6% | +10.3% |
| 1Y | +34.3% | +75.7% | -41.4% | +13.7% |
| 3Y | +87.0% | +200.8% | -113.8% | +34.1% |
| 5Y | +49.9% | +155.8% | -105.8% | +8.2% |
| All | +49.9% | +158.4% | -108.5% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling