+70.6%
CSX vs IEMG
+87.9%
-17.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +0.6% | +2.8% | -2.2% | -0.2% |
| 30D | -2.3% | +4.6% | -6.9% | -3.7% |
| 3M | +4.3% | +5.5% | -1.2% | +2.1% |
| 6M | +23.4% | +19.7% | +3.7% | +13.9% |
| YTD | +36.4% | +25.5% | +10.9% | +23.3% |
| 1Y | +53.0% | +35.5% | +17.5% | +33.8% |
| 3Y | +70.6% | +88.0% | -17.3% | +27.6% |
| All | +70.6% | +87.9% | -17.3% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling