+90.3%
IEMG vs SE
+553.8%
-463.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.6% | +1.4% |
| 7D | -1.3% | -5.2% | +3.9% | -0.5% |
| 30D | +1.9% | -17.1% | +19.0% | +4.7% |
| 3M | +1.4% | +24.0% | -22.6% | -2.3% |
| 6M | +15.2% | +21.0% | -5.8% | +11.0% |
| YTD | +23.8% | -16.7% | +40.5% | +25.5% |
| 1Y | +30.7% | -45.9% | +76.6% | +40.6% |
| 3Y | +83.3% | +177.8% | -94.5% | +50.3% |
| 5Y | +48.8% | -67.4% | +116.1% | +56.5% |
| All | +90.3% | +553.8% | -463.5% | +24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling