+225.5%
CRWD vs IEMG
+48.5%
+177.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -2.1% |
| 7D | -3.0% | -1.3% | -1.7% | -1.9% |
| 30D | -6.8% | +1.9% | -8.7% | -8.5% |
| 3M | +19.6% | +1.4% | +18.2% | +16.8% |
| 6M | +87.1% | +15.2% | +71.9% | +59.6% |
| YTD | +76.4% | +23.8% | +52.6% | +37.6% |
| 1Y | +90.8% | +30.7% | +60.2% | +40.5% |
| 3Y | +380.0% | +83.3% | +296.7% | +141.1% |
| All | +225.5% | +48.5% | +177.0% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling