+639.7%
CEG vs IEMG
+56.2%
+583.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | +6.7% | +2.8% | +3.9% | +4.5% |
| 30D | +11.0% | +4.6% | +6.3% | +7.2% |
| 3M | +19.5% | +5.5% | +14.0% | +14.1% |
| 6M | -5.9% | +19.7% | -25.5% | -19.5% |
| YTD | -15.0% | +25.5% | -40.5% | -30.2% |
| 1Y | +0.6% | +35.5% | -34.9% | -22.1% |
| 3Y | +180.6% | +88.0% | +92.6% | +71.3% |
| All | +639.7% | +56.2% | +583.4% | +375.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling