-10.8%
CTSH vs IEMG
+38.7%
-49.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -3.2% |
| 7D | -2.7% | +2.2% | -4.9% | -2.1% |
| 30D | +12.4% | +4.6% | +7.7% | +13.7% |
| 3M | +17.4% | +0.4% | +17.0% | +19.5% |
| 6M | -3.1% | +16.4% | -19.4% | -2.0% |
| YTD | -23.6% | +25.4% | -49.0% | -24.8% |
| 1Y | -10.8% | +38.3% | -49.1% | -19.6% |
| All | -10.8% | +38.7% | -49.6% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling