+580.1%
CRM vs IEMG
+140.6%
+439.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.1% |
| 7D | -4.4% | -1.3% | -3.1% | -3.5% |
| 30D | +28.1% | +1.9% | +26.2% | +26.2% |
| 3M | +48.8% | +1.4% | +47.4% | +44.7% |
| 6M | +28.3% | +15.2% | +13.1% | +10.6% |
| YTD | -6.0% | +23.8% | -29.8% | -24.2% |
| 1Y | +1.4% | +30.7% | -29.2% | -21.9% |
| 3Y | +11.8% | +83.3% | -71.4% | -35.6% |
| 5Y | -2.0% | +48.8% | -50.8% | -32.8% |
| 10Y | +239.6% | +142.8% | +96.9% | +55.9% |
| All | +580.1% | +140.6% | +439.5% | +208.7% |
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 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