+33.1%
CVS vs IEMG
+46.8%
-13.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.2% |
| 7D | -2.0% | -0.9% | -1.1% | -1.9% |
| 30D | +1.9% | +2.1% | -0.2% | +1.6% |
| 3M | -2.2% | +4.6% | -6.8% | -3.1% |
| 6M | +26.7% | +14.0% | +12.7% | +22.9% |
| YTD | +22.9% | +22.3% | +0.5% | +17.2% |
| 1Y | +32.9% | +30.7% | +2.2% | +24.9% |
| 3Y | +62.3% | +83.2% | -20.9% | +39.5% |
| All | +33.1% | +46.8% | -13.7% | +17.4% |
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