+365.4%
STX vs IEMG
+38.7%
+326.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.7% | +3.6% |
| 7D | +2.4% | +2.2% | +0.1% | -1.2% |
| 30D | +1.4% | +4.6% | -3.2% | -5.5% |
| 3M | -8.2% | +0.4% | -8.6% | -7.7% |
| 6M | +127.0% | +16.4% | +110.7% | +78.2% |
| YTD | +209.1% | +25.4% | +183.7% | +103.8% |
| 1Y | +365.4% | +38.3% | +327.2% | +146.1% |
| All | +365.4% | +38.7% | +326.7% | +146.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling