+980.0%
SMCI vs IEMG
+48.5%
+931.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.2% | +6.1% | +5.2% |
| 7D | +1.3% | -1.3% | +2.6% | +3.7% |
| 30D | +6.6% | +1.9% | +4.7% | +3.7% |
| 3M | +25.4% | +1.4% | +24.0% | +24.5% |
| 6M | +26.1% | +15.2% | +11.0% | +7.7% |
| YTD | +37.0% | +23.8% | +13.2% | +4.4% |
| 1Y | -8.8% | +30.7% | -39.4% | -35.4% |
| 3Y | +44.6% | +83.3% | -38.7% | -32.5% |
| All | +980.0% | +48.5% | +931.5% | +513.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling