-11.2%
CRM vs IEMG
+7.4%
-18.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.6% | +3.6% | -3.0% |
| 7D | -3.7% | -7.4% | +3.7% | -4.9% |
| 30D | -1.1% | -14.9% | +13.7% | -4.0% |
| 3M | +15.5% | -11.6% | +27.0% | +13.0% |
| 6M | +19.5% | -11.1% | +30.5% | +17.3% |
| YTD | -15.5% | +6.0% | -21.5% | -20.8% |
| 1Y | -11.2% | +6.5% | -17.8% | -16.8% |
| All | -11.2% | +7.4% | -18.7% | -16.8% |
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