-29.2%
CDE vs IEMG
+140.6%
-169.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | -0.3% |
| 7D | -3.1% | -1.3% | -1.8% | -1.5% |
| 30D | +9.5% | +1.9% | +7.6% | +7.2% |
| 3M | +25.5% | +1.4% | +24.1% | +23.8% |
| 6M | -7.9% | +15.2% | -23.1% | -21.1% |
| YTD | +15.6% | +23.8% | -8.3% | -8.1% |
| 1Y | +34.0% | +30.7% | +3.4% | +0.7% |
| 3Y | +791.9% | +83.3% | +708.6% | +372.6% |
| 5Y | +197.7% | +48.8% | +149.0% | +102.3% |
| 10Y | +55.0% | +142.8% | -87.8% | -37.2% |
| All | -29.2% | +140.6% | -169.8% | -69.0% |
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