+1,770.3%
SMCI vs IEMG
+145.8%
+1,624.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.2% | +6.1% | +5.7% |
| 7D | +1.3% | -1.3% | +2.6% | +3.1% |
| 30D | +6.6% | +1.9% | +4.7% | +4.5% |
| 3M | +25.4% | +1.4% | +24.0% | +25.3% |
| 6M | +26.1% | +15.2% | +11.0% | +13.3% |
| YTD | +37.0% | +23.8% | +13.2% | +13.4% |
| 1Y | -8.8% | +30.7% | -39.4% | -28.4% |
| 3Y | +44.6% | +83.3% | -38.7% | -16.7% |
| 5Y | +995.9% | +48.8% | +947.2% | +670.2% |
| All | +1,770.3% | +145.8% | +1,624.5% | +815.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling