+38.3%
IEMG vs CAH
+65.8%
-27.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.6% |
| 7D | +2.2% | +5.4% | -3.1% | +2.5% |
| 30D | +4.6% | +3.3% | +1.3% | +4.8% |
| 3M | +0.4% | +22.8% | -22.4% | +1.0% |
| 6M | +16.4% | +11.3% | +5.1% | +17.3% |
| YTD | +25.4% | +21.1% | +4.3% | +27.2% |
| 1Y | +38.3% | +67.2% | -29.0% | +42.7% |
| All | +38.3% | +65.8% | -27.5% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling