-13.9%
CTSH vs IEMG
+85.2%
-99.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.8% |
| 7D | -8.2% | +1.6% | -9.8% | -8.5% |
| 30D | +0.4% | +4.6% | -4.2% | -0.4% |
| 3M | +10.6% | +4.8% | +5.7% | +8.7% |
| 6M | -8.8% | +16.8% | -25.6% | -15.4% |
| YTD | -28.6% | +24.8% | -53.5% | -36.9% |
| 1Y | -15.9% | +34.3% | -50.2% | -29.2% |
| All | -13.9% | +85.2% | -99.0% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling