+4,285.9%
SMH vs IEMG
+140.6%
+4,145.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +0.2% |
| 7D | +0.3% | -1.3% | +1.6% | +1.7% |
| 30D | -2.8% | +1.9% | -4.7% | -4.7% |
| 3M | -6.7% | +1.4% | -8.1% | -7.2% |
| 6M | +41.8% | +15.2% | +26.6% | +24.1% |
| YTD | +57.9% | +23.8% | +34.0% | +28.3% |
| 1Y | +87.6% | +30.7% | +57.0% | +44.8% |
| 3Y | +282.9% | +83.3% | +199.7% | +113.4% |
| 5Y | +330.4% | +48.8% | +281.6% | +197.7% |
| 10Y | +1,857.0% | +142.8% | +1,714.2% | +820.9% |
| All | +4,285.9% | +140.6% | +4,145.4% | +1,913.4% |
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 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