+1,036.4%
STM vs IEMG
+143.7%
+892.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | -0.2% |
| 7D | +5.8% | +2.2% | +3.6% | +2.9% |
| 30D | -1.0% | +4.6% | -5.6% | -6.5% |
| 3M | -33.3% | +0.4% | -33.6% | -32.1% |
| 6M | +57.4% | +16.4% | +41.0% | +33.9% |
| YTD | +102.2% | +25.4% | +76.7% | +57.1% |
| 1Y | +99.6% | +38.3% | +61.3% | +37.6% |
| 3Y | +14.5% | +84.1% | -69.6% | -42.7% |
| 5Y | +21.4% | +49.0% | -27.6% | -20.6% |
| 10Y | +695.0% | +141.8% | +553.1% | +229.3% |
| All | +1,036.4% | +143.7% | +892.7% | +355.5% |
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