+19.6%
STM vs IEMG
+85.2%
-65.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | +0.1% |
| 7D | +1.7% | +1.6% | 0.0% | -0.9% |
| 30D | -5.2% | +4.6% | -9.8% | -11.8% |
| 3M | -29.6% | +4.8% | -34.5% | -33.4% |
| 6M | +54.4% | +16.8% | +37.5% | +24.4% |
| YTD | +99.5% | +24.8% | +74.7% | +44.5% |
| 1Y | +100.8% | +34.3% | +66.5% | +29.2% |
| All | +19.6% | +85.2% | -65.6% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling