+20.3%
SGOV vs IEMG
+115.9%
-95.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | 0.0% | -1.3% | +1.3% | 0.0% |
| 30D | +0.3% | +1.9% | -1.6% | +0.3% |
| 3M | +0.9% | +1.4% | -0.5% | +0.9% |
| 6M | +1.8% | +15.2% | -13.3% | +1.8% |
| YTD | +2.5% | +23.8% | -21.3% | +2.5% |
| 1Y | +3.8% | +30.7% | -26.9% | +3.8% |
| 3Y | +14.4% | +83.3% | -68.9% | +14.4% |
| 5Y | +20.2% | +48.8% | -28.6% | +20.2% |
| All | +20.3% | +115.9% | -95.6% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 all: compounded portfolio wealth divided by compounded IEMG 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…
all analysis · Full analysis span regression · 6 months rolling