+5,472.9%
STX vs IEMG
+143.7%
+5,329.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.7% | +4.8% |
| 7D | +2.4% | +2.2% | +0.1% | +0.3% |
| 30D | +1.4% | +4.6% | -3.2% | -2.6% |
| 3M | -8.2% | +0.4% | -8.6% | -7.0% |
| 6M | +127.0% | +16.4% | +110.7% | +102.0% |
| YTD | +209.1% | +25.4% | +183.7% | +159.5% |
| 1Y | +365.4% | +38.3% | +327.2% | +261.9% |
| 3Y | +1,135.4% | +84.1% | +1,051.3% | +653.2% |
| 5Y | +991.5% | +49.0% | +942.5% | +692.9% |
| 10Y | +3,695.8% | +141.8% | +3,554.0% | +1,708.3% |
| All | +5,472.9% | +143.7% | +5,329.2% | +2,340.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling