+92.9%
IEMG vs SE
+597.4%
-504.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | +2.8% | +0.6% | +2.2% | +2.7% |
| 30D | +4.6% | -0.1% | +4.7% | +4.4% |
| 3M | +5.5% | +34.1% | -28.6% | +0.5% |
| 6M | +19.7% | +23.2% | -3.5% | +15.1% |
| YTD | +25.5% | -11.2% | +36.7% | +26.1% |
| 1Y | +35.5% | -40.5% | +76.1% | +43.8% |
| 3Y | +88.0% | +196.3% | -108.3% | +52.7% |
| 5Y | +50.6% | -67.0% | +117.6% | +58.3% |
| All | +92.9% | +597.4% | -504.5% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling