+144.3%
IEMG vs SRE
+281.6%
-137.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +1.6% | +1.5% | +0.2% | +1.2% |
| 30D | +4.6% | +0.8% | +3.8% | +4.2% |
| 3M | +4.8% | -5.8% | +10.6% | +6.5% |
| 6M | +16.8% | -7.8% | +24.6% | +19.1% |
| YTD | +24.8% | -2.4% | +27.2% | +24.9% |
| 1Y | +34.3% | +8.9% | +25.4% | +29.5% |
| 3Y | +87.0% | +31.1% | +55.9% | +65.0% |
| 5Y | +49.9% | +48.6% | +1.3% | +24.6% |
| 10Y | +144.8% | +126.1% | +18.6% | +64.3% |
| All | +144.3% | +281.6% | -137.3% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling