-13.0%
CTSH vs IEMG
+31.6%
-44.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +3.2% |
| 7D | -3.7% | -1.3% | -2.4% | -4.1% |
| 30D | +3.7% | +1.9% | +1.8% | +4.2% |
| 3M | +17.9% | +1.4% | +16.5% | +19.5% |
| 6M | -2.6% | +15.2% | -17.8% | -2.0% |
| YTD | -26.4% | +23.8% | -50.2% | -27.9% |
| 1Y | -13.0% | +30.7% | -43.7% | -16.7% |
| All | -13.0% | +31.6% | -44.6% | -16.7% |
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