+418.4%
CSX vs IEMG
+133.0%
+285.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.3% | +1.8% |
| 7D | +3.1% | +5.3% | -2.2% | -0.2% |
| 30D | +9.7% | -7.2% | +16.9% | +14.5% |
| 3M | +4.9% | -8.1% | +13.0% | +9.8% |
| 6M | +18.4% | -6.7% | +25.1% | +20.9% |
| YTD | +45.9% | +11.6% | +34.2% | +30.5% |
| 1Y | +50.0% | +11.4% | +38.6% | +34.3% |
| 3Y | +78.0% | +69.3% | +8.7% | +15.2% |
| 5Y | +59.2% | +34.9% | +24.3% | +21.3% |
| All | +418.4% | +133.0% | +285.4% | +175.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling