+1,283.9%
STX vs IEMG
+83.7%
+1,200.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -5.3% |
| 7D | -2.3% | -1.3% | -1.0% | -0.6% |
| 30D | -5.5% | +1.9% | -7.4% | -7.5% |
| 3M | -4.3% | +1.4% | -5.7% | -4.8% |
| 6M | +115.6% | +15.2% | +100.4% | +84.5% |
| YTD | +202.2% | +23.8% | +178.4% | +141.4% |
| 1Y | +325.3% | +30.7% | +294.6% | +224.7% |
| 3Y | +1,283.9% | +83.3% | +1,200.6% | +674.4% |
| All | +1,283.9% | +83.7% | +1,200.3% | +674.4% |
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