+37.1%
IEMG vs SUI
-27.1%
+64.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.4% |
| 7D | +0.7% | -2.4% | +3.1% | +1.1% |
| 30D | -6.4% | +3.3% | -9.7% | -7.1% |
| 3M | -5.5% | +0.7% | -6.2% | -5.8% |
| 6M | -8.3% | -4.1% | -4.2% | -8.0% |
| YTD | +13.2% | -1.8% | +15.0% | +12.8% |
| 1Y | +13.0% | -4.1% | +17.0% | +13.2% |
| 3Y | +71.6% | +17.4% | +54.2% | +60.0% |
| 5Y | +37.1% | -27.0% | +64.2% | +43.6% |
| All | +37.1% | -27.1% | +64.3% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling