+13.9%
IEMG vs SUI
+1.6%
+12.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.2% | +2.0% |
| 7D | -3.1% | +10.0% | -13.1% | -1.0% |
| 30D | -10.3% | +8.4% | -18.7% | -8.7% |
| 3M | -6.6% | +0.7% | -7.3% | -6.4% |
| 6M | -3.9% | -0.9% | -2.9% | -3.6% |
| YTD | +12.4% | +0.6% | +11.7% | +13.4% |
| 1Y | +13.9% | +0.8% | +13.1% | +15.0% |
| All | +13.9% | +1.6% | +12.2% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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