-16.7%
CTSH vs IEMG
+45.7%
-62.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.0% |
| 7D | -9.8% | -0.9% | -8.9% | -9.5% |
| 30D | +0.1% | +2.1% | -2.0% | -0.9% |
| 3M | +13.2% | +4.6% | +8.6% | +9.1% |
| 6M | -6.2% | +14.0% | -20.2% | -15.3% |
| YTD | -28.5% | +22.3% | -50.8% | -38.9% |
| 1Y | -13.8% | +30.7% | -44.5% | -29.9% |
| 3Y | -13.7% | +83.2% | -96.9% | -46.0% |
| 5Y | -16.7% | +47.0% | -63.7% | -39.1% |
| All | -16.7% | +45.7% | -62.4% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling