-16.2%
CDNS vs IEMG
+38.7%
-55.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.6% | -5.2% |
| 7D | -14.0% | +2.2% | -16.2% | -15.5% |
| 30D | -13.2% | +4.6% | -17.8% | -16.1% |
| 3M | -28.9% | +0.4% | -29.3% | -29.2% |
| 6M | -4.2% | +16.4% | -20.5% | -14.9% |
| YTD | -6.4% | +25.4% | -31.8% | -22.2% |
| 1Y | -16.2% | +38.3% | -54.5% | -36.4% |
| All | -16.2% | +38.7% | -55.0% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling