+807.7%
CSX vs IEMG
+143.7%
+664.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | -0.2% |
| 7D | -3.4% | +2.2% | -5.6% | -4.8% |
| 30D | -3.1% | +4.6% | -7.7% | -6.0% |
| 3M | +7.2% | +0.4% | +6.8% | +5.6% |
| 6M | +16.2% | +16.4% | -0.2% | +2.7% |
| YTD | +37.5% | +25.4% | +12.1% | +15.1% |
| 1Y | +53.2% | +38.3% | +15.0% | +19.4% |
| 3Y | +68.2% | +84.1% | -15.8% | +4.8% |
| 5Y | +65.2% | +49.0% | +16.2% | +18.8% |
| 10Y | +504.1% | +141.8% | +362.3% | +191.3% |
| All | +807.7% | +143.7% | +664.0% | +312.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling