+122.5%
CRWV vs IEMG
+57.1%
+65.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -2.5% |
| 7D | -0.4% | -1.3% | +0.9% | +2.3% |
| 30D | -17.4% | +1.9% | -19.3% | -19.9% |
| 3M | -7.1% | +1.4% | -8.5% | -7.7% |
| 6M | +8.6% | +15.2% | -6.6% | -17.1% |
| YTD | +24.3% | +23.8% | +0.4% | -18.8% |
| 1Y | -21.0% | +30.7% | -51.7% | -53.1% |
| All | +122.5% | +57.1% | +65.4% | -10.4% |
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