+5,834.5%
STX vs IEMG
+143.9%
+5,690.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.1% | +6.4% | +6.4% |
| 7D | +10.7% | +2.8% | +8.0% | +8.0% |
| 30D | +11.3% | +4.6% | +6.6% | +7.0% |
| 3M | +3.2% | +5.5% | -2.3% | -0.3% |
| 6M | +157.0% | +19.7% | +137.3% | +122.8% |
| YTD | +229.2% | +25.5% | +203.7% | +176.2% |
| 1Y | +381.8% | +35.5% | +346.3% | +281.1% |
| 3Y | +1,383.2% | +88.0% | +1,295.2% | +787.4% |
| 5Y | +1,144.9% | +50.6% | +1,094.3% | +796.2% |
| 10Y | +3,676.0% | +138.4% | +3,537.7% | +1,720.0% |
| All | +5,834.5% | +143.9% | +5,690.6% | +2,497.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling