+38.3%
IEMG vs SE
-38.5%
+76.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.5% | +1.8% |
| 7D | +2.2% | -6.1% | +8.3% | +3.0% |
| 30D | +4.6% | -2.5% | +7.1% | +4.7% |
| 3M | +0.4% | +21.7% | -21.3% | -2.9% |
| 6M | +16.4% | +27.0% | -10.6% | +11.0% |
| YTD | +25.4% | -12.1% | +37.6% | +25.2% |
| 1Y | +38.3% | -40.9% | +79.2% | +42.8% |
| All | +38.3% | -38.5% | +76.8% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling