+1,500.5%
CIEN vs IEMG
+145.8%
+1,354.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.3% | +3.3% |
| 7D | +8.9% | -1.3% | +10.2% | +10.3% |
| 30D | -19.1% | +1.9% | -21.0% | -20.3% |
| 3M | -21.5% | +1.4% | -22.9% | -21.7% |
| 6M | +2.8% | +15.2% | -12.3% | -7.8% |
| YTD | +49.5% | +23.8% | +25.6% | +26.7% |
| 1Y | +163.8% | +30.7% | +133.1% | +115.1% |
| 3Y | +615.8% | +83.3% | +532.5% | +347.4% |
| 5Y | +548.4% | +48.8% | +499.6% | +372.2% |
| All | +1,500.5% | +145.8% | +1,354.6% | +677.7% |
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