+827.4%
CSX vs IEMG
+116.4%
+711.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | -0.1% | +0.9% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | +6.8% | -8.8% | +15.6% | +12.8% |
| 3M | +0.7% | -7.2% | +7.8% | +4.8% |
| 6M | +13.3% | -9.8% | +23.1% | +18.5% |
| YTD | +40.5% | +11.4% | +29.2% | +26.1% |
| 1Y | +44.7% | +13.2% | +31.5% | +28.3% |
| 3Y | +74.5% | +70.0% | +4.5% | +13.3% |
| 5Y | +52.0% | +36.6% | +15.4% | +14.6% |
| 10Y | +412.6% | +121.0% | +291.6% | +160.6% |
| All | +827.4% | +116.4% | +711.0% | +351.4% |
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 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