+83.3%
IEMG vs SEI
+594.6%
-511.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | +0.8% |
| 7D | -1.3% | +22.6% | -23.9% | -3.2% |
| 30D | +1.9% | +9.1% | -7.2% | +0.9% |
| 3M | +1.4% | -11.3% | +12.8% | +1.7% |
| 6M | +15.2% | +22.0% | -6.8% | +12.6% |
| YTD | +23.8% | +47.3% | -23.5% | +19.4% |
| 1Y | +30.7% | +124.8% | -94.1% | +22.8% |
| 3Y | +83.3% | +591.3% | -508.0% | +57.5% |
| All | +83.3% | +594.6% | -511.3% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 3y: compounded portfolio wealth divided by compounded SEI 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…
3y analysis · Full analysis span regression · 6 months rolling