+3,343.4%
STX vs IEMG
+145.8%
+3,197.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -4.9% |
| 7D | -2.3% | -1.3% | -1.0% | -1.0% |
| 30D | -5.5% | +1.9% | -7.4% | -7.0% |
| 3M | -4.3% | +1.4% | -5.7% | -4.3% |
| 6M | +115.6% | +15.2% | +100.4% | +92.4% |
| YTD | +202.2% | +23.8% | +178.4% | +154.8% |
| 1Y | +325.3% | +30.7% | +294.6% | +244.4% |
| 3Y | +1,283.9% | +83.3% | +1,200.6% | +732.9% |
| 5Y | +1,048.3% | +48.8% | +999.5% | +723.5% |
| All | +3,343.4% | +145.8% | +3,197.6% | +1,561.6% |
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