+144.8%
IEMG vs SUI
+104.7%
+40.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.2% |
| 7D | +1.6% | -4.3% | +5.9% | +2.7% |
| 30D | +4.6% | -2.1% | +6.8% | +5.2% |
| 3M | +4.8% | -6.1% | +10.9% | +6.1% |
| 6M | +16.8% | -12.8% | +29.6% | +20.5% |
| YTD | +24.8% | -4.6% | +29.5% | +25.5% |
| 1Y | +34.3% | -7.7% | +42.0% | +36.0% |
| 3Y | +87.0% | +10.9% | +76.0% | +76.0% |
| 5Y | +49.9% | -32.4% | +82.3% | +62.1% |
| 10Y | +144.8% | +105.7% | +39.1% | +96.9% |
| All | +144.8% | +104.7% | +40.0% | +96.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling