+73.1%
CDNS vs IEMG
+46.8%
+26.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +2.0% |
| 7D | -6.5% | -0.9% | -5.7% | -5.9% |
| 30D | -13.0% | +2.1% | -15.1% | -14.8% |
| 3M | -26.0% | +4.6% | -30.6% | -29.8% |
| 6M | -2.8% | +14.0% | -16.9% | -15.2% |
| YTD | -8.8% | +22.3% | -31.2% | -25.9% |
| 1Y | -15.8% | +30.7% | -46.5% | -35.9% |
| 3Y | +19.7% | +83.2% | -63.5% | -34.6% |
| All | +73.1% | +46.8% | +26.3% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling