+22.2%
CTSH vs IEMG
+145.8%
-123.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.1% |
| 7D | -3.7% | -1.3% | -2.4% | -2.9% |
| 30D | +3.7% | +1.9% | +1.8% | +2.3% |
| 3M | +17.9% | +1.4% | +16.5% | +14.7% |
| 6M | -2.6% | +15.2% | -17.8% | -14.9% |
| YTD | -26.4% | +23.8% | -50.2% | -39.5% |
| 1Y | -13.0% | +30.7% | -43.7% | -31.5% |
| 3Y | -11.2% | +83.3% | -94.5% | -46.7% |
| 5Y | -14.3% | +48.8% | -63.0% | -39.8% |
| All | +22.2% | +145.8% | -123.6% | -41.6% |
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 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