-10.7%
CMG vs IEMG
+38.7%
-49.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.9% |
| 7D | -2.8% | +2.2% | -5.1% | -3.1% |
| 30D | +7.1% | +4.6% | +2.5% | +6.4% |
| 3M | +31.2% | +0.4% | +30.8% | +30.0% |
| 6M | +0.7% | +16.4% | -15.7% | -7.3% |
| YTD | -0.1% | +25.4% | -25.5% | -13.1% |
| 1Y | -10.7% | +38.3% | -49.0% | -21.0% |
| All | -10.7% | +38.7% | -49.5% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling