+199.2%
CVS vs IEMG
+142.6%
+56.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.9% | +1.6% | -3.5% | -2.5% |
| 30D | -0.3% | +4.6% | -4.9% | -2.0% |
| 3M | -1.1% | +4.8% | -6.0% | -3.4% |
| 6M | +23.7% | +16.8% | +6.9% | +15.1% |
| YTD | +23.0% | +24.8% | -1.8% | +11.1% |
| 1Y | +37.2% | +34.3% | +2.9% | +20.1% |
| 3Y | +62.4% | +87.0% | -24.5% | +22.4% |
| 5Y | +31.8% | +49.9% | -18.1% | +8.2% |
| 10Y | +41.9% | +144.8% | -102.9% | -9.7% |
| All | +199.2% | +142.6% | +56.7% | +89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling