+1,092.8%
STX vs IEMG
+45.7%
+1,047.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -0.3% |
| 7D | +8.0% | -0.9% | +8.8% | +9.2% |
| 30D | +5.1% | +2.1% | +3.0% | +3.0% |
| 3M | +5.8% | +4.6% | +1.2% | +2.2% |
| 6M | +124.9% | +14.0% | +110.9% | +98.3% |
| YTD | +213.9% | +22.3% | +191.6% | +159.8% |
| 1Y | +350.4% | +30.7% | +319.7% | +252.1% |
| 3Y | +1,314.2% | +83.2% | +1,231.0% | +693.8% |
| 5Y | +1,092.8% | +47.0% | +1,045.8% | +704.7% |
| All | +1,092.8% | +45.7% | +1,047.1% | +704.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling