+30.7%
IEMG vs STZ
-11.8%
+42.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.2% |
| 7D | -1.3% | -4.5% | +3.2% | -1.4% |
| 30D | +1.9% | -8.6% | +10.5% | +1.6% |
| 3M | +1.4% | -13.8% | +15.2% | +1.2% |
| 6M | +15.2% | -17.2% | +32.3% | +15.1% |
| YTD | +23.8% | -9.4% | +33.2% | +21.8% |
| 1Y | +30.7% | -11.9% | +42.5% | +28.9% |
| All | +30.7% | -11.8% | +42.5% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling