+496.7%
CSX vs IEMG
+140.4%
+356.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -0.9% |
| 7D | -0.6% | +1.6% | -2.2% | -1.6% |
| 30D | -3.2% | +4.6% | -7.9% | -6.0% |
| 3M | +2.6% | +4.8% | -2.3% | -1.4% |
| 6M | +19.8% | +16.8% | +3.0% | +6.0% |
| YTD | +34.7% | +24.8% | +9.8% | +13.4% |
| 1Y | +52.1% | +34.3% | +17.8% | +21.6% |
| 3Y | +68.4% | +87.0% | -18.5% | +4.3% |
| 5Y | +65.1% | +49.9% | +15.2% | +19.2% |
| 10Y | +496.7% | +144.8% | +351.9% | +213.1% |
| All | +496.7% | +140.4% | +356.3% | +213.1% |
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