+84.8%
IEMG vs STZ
-49.9%
+134.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +1.6% | -6.0% | +7.6% | +2.2% |
| 30D | +4.6% | -8.9% | +13.5% | +5.5% |
| 3M | +4.8% | -12.6% | +17.4% | +6.1% |
| 6M | +16.8% | -17.2% | +34.0% | +18.9% |
| YTD | +24.8% | -10.0% | +34.9% | +24.7% |
| 1Y | +34.3% | -14.3% | +48.6% | +35.2% |
| All | +84.8% | -49.9% | +134.7% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling