+145.6%
IEMG vs STZ
+308.5%
-162.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +1.3% |
| 7D | +2.8% | -7.4% | +10.2% | +4.5% |
| 30D | +4.6% | -10.9% | +15.5% | +7.2% |
| 3M | +5.5% | -13.4% | +18.9% | +8.5% |
| 6M | +19.7% | -16.2% | +35.9% | +23.5% |
| YTD | +25.5% | -10.4% | +36.0% | +27.0% |
| 1Y | +35.5% | -14.8% | +50.3% | +38.4% |
| 3Y | +88.0% | -50.1% | +138.1% | +115.9% |
| 5Y | +50.6% | -38.8% | +89.4% | +62.9% |
| 10Y | +138.4% | -14.1% | +152.4% | +129.8% |
| All | +145.6% | +308.5% | -162.9% | +100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling