+655.9%
STM vs IEMG
+145.8%
+510.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | -0.2% |
| 7D | -1.4% | -1.3% | -0.1% | +0.4% |
| 30D | -4.9% | +1.9% | -6.8% | -7.3% |
| 3M | -34.0% | +1.4% | -35.4% | -34.2% |
| 6M | +51.8% | +15.2% | +36.7% | +28.5% |
| YTD | +99.4% | +23.8% | +75.5% | +53.3% |
| 1Y | +99.1% | +30.7% | +68.4% | +42.4% |
| 3Y | +19.5% | +83.3% | -63.8% | -44.3% |
| 5Y | +19.5% | +48.8% | -29.3% | -25.6% |
| All | +655.9% | +145.8% | +510.0% | +191.4% |
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