+19.0%
CDNS vs IEMG
+83.7%
-64.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.3% | +0.5% |
| 7D | -1.1% | -1.3% | +0.2% | 0.0% |
| 30D | -10.4% | +1.9% | -12.4% | -12.0% |
| 3M | -24.6% | +1.4% | -26.0% | -26.1% |
| 6M | -1.6% | +15.2% | -16.8% | -14.7% |
| YTD | -7.4% | +23.8% | -31.2% | -25.7% |
| 1Y | -18.4% | +30.7% | -49.1% | -38.1% |
| 3Y | +19.0% | +83.3% | -64.3% | -33.6% |
| All | +19.0% | +83.7% | -64.7% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling