+106.7%
CRWD vs IEMG
+38.7%
+67.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -1.6% |
| 7D | -2.4% | +2.2% | -4.7% | -3.4% |
| 30D | +1.5% | +4.6% | -3.1% | -0.6% |
| 3M | +18.5% | +0.4% | +18.2% | +17.6% |
| 6M | +109.1% | +16.4% | +92.7% | +95.0% |
| YTD | +81.8% | +25.4% | +56.4% | +53.7% |
| 1Y | +106.7% | +38.3% | +68.4% | +72.7% |
| All | +106.7% | +38.7% | +67.9% | +72.7% |
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 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