+604.3%
CEG vs IEMG
+54.1%
+550.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -1.4% |
| 7D | -4.8% | -1.3% | -3.5% | -3.8% |
| 30D | +2.3% | +1.9% | +0.4% | +0.9% |
| 3M | +15.6% | +1.4% | +14.2% | +13.9% |
| 6M | -5.0% | +15.2% | -20.2% | -16.1% |
| YTD | -19.0% | +23.8% | -42.9% | -32.8% |
| 1Y | -10.0% | +30.7% | -40.6% | -28.2% |
| 3Y | +163.9% | +83.3% | +80.7% | +64.0% |
| All | +604.3% | +54.1% | +550.2% | +357.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling