+13.9%
IEMG vs SU
+88.1%
-74.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +0.3% |
| 7D | -3.1% | -7.1% | +4.0% | -4.0% |
| 30D | -10.3% | +4.8% | -15.1% | -9.6% |
| 3M | -6.6% | +12.5% | -19.1% | -5.0% |
| 6M | -3.9% | +6.5% | -10.3% | -2.3% |
| YTD | +12.4% | +65.8% | -53.4% | +7.8% |
| 1Y | +13.9% | +86.2% | -72.3% | +7.2% |
| All | +13.9% | +88.1% | -74.2% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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