+172.4%
CEG vs IEMG
+85.2%
+87.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.2% |
| 7D | +1.3% | +1.6% | -0.3% | 0.0% |
| 30D | +8.8% | +4.6% | +4.2% | +4.6% |
| 3M | +17.0% | +4.8% | +12.1% | +11.4% |
| 6M | -8.7% | +16.8% | -25.6% | -22.9% |
| YTD | -16.4% | +24.8% | -41.3% | -34.7% |
| 1Y | -1.8% | +34.3% | -36.1% | -28.9% |
| All | +172.4% | +85.2% | +87.3% | +41.9% |
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