+34.7%
IEMG vs STZ
-29.4%
+64.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +2.7% | +2.6% | +0.1% | +2.4% |
| 30D | -5.7% | +15.2% | -20.9% | -7.4% |
| 3M | -8.8% | +7.6% | -16.4% | -9.6% |
| 6M | -8.9% | +5.3% | -14.2% | -9.6% |
| YTD | +11.2% | +8.6% | +2.6% | +8.8% |
| 1Y | +12.2% | +15.6% | -3.4% | +8.3% |
| 3Y | +68.5% | -35.2% | +103.7% | +81.8% |
| All | +34.7% | -29.4% | +64.1% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling