+83.3%
IEMG vs SU
+120.0%
-36.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.2% |
| 7D | -1.3% | +2.2% | -3.5% | -1.5% |
| 30D | +1.9% | +8.4% | -6.5% | +0.9% |
| 3M | +1.4% | +12.1% | -10.7% | -0.1% |
| 6M | +15.2% | +19.7% | -4.5% | +11.2% |
| YTD | +23.8% | +58.4% | -34.6% | +12.7% |
| 1Y | +30.7% | +67.2% | -36.6% | +17.4% |
| 3Y | +83.3% | +125.0% | -41.8% | +54.7% |
| All | +83.3% | +120.0% | -36.7% | +54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling