+921.9%
CAT vs IEMG
+116.0%
+805.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +7.4% | +2.7% | +4.7% | +5.2% |
| 30D | -19.7% | -5.7% | -14.0% | -15.4% |
| 3M | -29.6% | -8.8% | -20.8% | -23.8% |
| 6M | -33.2% | -8.9% | -24.3% | -27.5% |
| YTD | +5.7% | +11.2% | -5.5% | -2.4% |
| 1Y | +9.3% | +12.2% | -2.9% | +0.3% |
| 3Y | +158.3% | +68.5% | +89.8% | +71.6% |
| 5Y | +211.6% | +34.3% | +177.2% | +144.8% |
| 10Y | +698.5% | +131.1% | +567.3% | +304.8% |
| All | +921.9% | +116.0% | +805.9% | +414.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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