+38.3%
IEMG vs CAI
-31.3%
+69.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.6% | +1.7% |
| 7D | +2.2% | -2.2% | +4.4% | +2.4% |
| 30D | +4.6% | +52.4% | -47.8% | +1.7% |
| 3M | +0.4% | +45.1% | -44.7% | -2.2% |
| 6M | +16.4% | +26.2% | -9.9% | +13.7% |
| YTD | +25.4% | -7.1% | +32.5% | +23.7% |
| 1Y | +38.3% | -31.0% | +69.3% | +40.0% |
| All | +38.3% | -31.3% | +69.5% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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