+644.0%
CMG vs IEMG
+137.7%
+506.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.3% |
| 7D | -3.8% | -0.9% | -3.0% | -3.4% |
| 30D | +12.9% | +2.1% | +10.8% | +11.6% |
| 3M | +18.8% | +4.6% | +14.2% | +15.0% |
| 6M | +4.1% | +14.0% | -10.0% | -5.1% |
| YTD | -2.4% | +22.3% | -24.7% | -14.6% |
| 1Y | -6.7% | +30.7% | -37.3% | -21.4% |
| 3Y | -7.1% | +83.2% | -90.3% | -35.8% |
| 5Y | -5.0% | +47.0% | -52.0% | -26.1% |
| 10Y | +323.5% | +139.9% | +183.6% | +163.5% |
| All | +644.0% | +137.7% | +506.3% | +339.2% |
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