+13.9%
IEMG vs SE
-48.0%
+61.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | +0.3% |
| 7D | -3.1% | +6.7% | -9.8% | -3.9% |
| 30D | -10.3% | -17.2% | +6.9% | -8.3% |
| 3M | -6.6% | -28.0% | +21.4% | -3.1% |
| 6M | -3.9% | -6.1% | +2.2% | -4.7% |
| YTD | +12.4% | -37.1% | +49.5% | +17.1% |
| 1Y | +13.9% | -48.8% | +62.7% | +20.8% |
| All | +13.9% | -48.0% | +61.9% | +20.8% |
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