+140.8%
IEMG vs CAH
+294.8%
-154.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -1.3% | -5.1% | +3.8% | -0.3% |
| 30D | +1.9% | +0.2% | +1.7% | +1.8% |
| 3M | +1.4% | +6.3% | -4.9% | 0.0% |
| 6M | +15.2% | +9.4% | +5.8% | +12.8% |
| YTD | +23.8% | +15.0% | +8.9% | +19.8% |
| 1Y | +30.7% | +55.4% | -24.8% | +18.2% |
| 3Y | +83.3% | +173.8% | -90.5% | +44.6% |
| 5Y | +48.8% | +395.2% | -346.4% | +0.7% |
| All | +140.8% | +294.8% | -154.0% | +63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling