+145.6%
IEMG vs CAG
+15.3%
+130.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | +2.8% | -5.3% | +8.1% | +3.4% |
| 30D | +4.6% | +1.0% | +3.6% | +4.5% |
| 3M | +5.5% | +17.4% | -11.9% | +3.1% |
| 6M | +19.7% | -16.8% | +36.5% | +22.4% |
| YTD | +25.5% | -6.8% | +32.3% | +26.1% |
| 1Y | +35.5% | -15.4% | +50.9% | +37.9% |
| 3Y | +88.0% | -37.1% | +125.1% | +98.0% |
| 5Y | +50.6% | -41.3% | +91.8% | +59.1% |
| 10Y | +138.4% | -35.5% | +173.8% | +139.2% |
| All | +145.6% | +15.3% | +130.3% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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