+88.0%
IEMG vs SUI
+12.1%
+75.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | +2.8% | -3.1% | +5.9% | +3.0% |
| 30D | +4.6% | -2.3% | +7.0% | +4.8% |
| 3M | +5.5% | -2.8% | +8.3% | +5.5% |
| 6M | +19.7% | -12.4% | +32.1% | +21.4% |
| YTD | +25.5% | -3.3% | +28.8% | +25.5% |
| 1Y | +35.5% | -5.8% | +41.3% | +36.0% |
| 3Y | +88.0% | +12.5% | +75.5% | +79.3% |
| All | +88.0% | +12.1% | +75.9% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling