+48.3%
IEMG vs SRE
+45.6%
+2.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -1.3% | -0.8% | -0.5% | -1.1% |
| 30D | +1.9% | -3.0% | +4.9% | +2.4% |
| 3M | +1.4% | -8.3% | +9.7% | +2.9% |
| 6M | +15.2% | -8.9% | +24.1% | +16.9% |
| YTD | +23.8% | -4.3% | +28.1% | +24.3% |
| 1Y | +30.7% | +2.7% | +27.9% | +29.1% |
| 3Y | +83.3% | +28.7% | +54.6% | +67.6% |
| All | +48.3% | +45.6% | +2.7% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 5y: compounded portfolio wealth divided by compounded SRE 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…
5y analysis · Full analysis span regression · 6 months rolling