+322.0%
CMG vs IEMG
+145.8%
+176.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.5% |
| 7D | -2.1% | -1.3% | -0.8% | -1.3% |
| 30D | +10.9% | +1.9% | +9.0% | +9.6% |
| 3M | +15.8% | +1.4% | +14.4% | +13.8% |
| 6M | +6.9% | +15.2% | -8.2% | -4.3% |
| YTD | -2.2% | +23.8% | -26.0% | -16.7% |
| 1Y | -7.1% | +30.7% | -37.7% | -23.6% |
| 3Y | -7.1% | +83.3% | -90.4% | -39.4% |
| 5Y | -4.8% | +48.8% | -53.6% | -29.3% |
| All | +322.0% | +145.8% | +176.2% | +171.0% |
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 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