+48.3%
IEMG vs CAKE
+157.8%
-109.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.0% |
| 7D | -1.3% | -4.5% | +3.2% | -0.6% |
| 30D | +1.9% | -12.4% | +14.4% | +3.9% |
| 3M | +1.4% | +37.3% | -35.9% | -4.2% |
| 6M | +15.2% | +70.7% | -55.5% | +4.6% |
| YTD | +23.8% | +106.0% | -82.2% | +8.8% |
| 1Y | +30.7% | +79.7% | -49.0% | +17.2% |
| 3Y | +83.3% | +267.8% | -184.5% | +42.3% |
| All | +48.3% | +157.8% | -109.5% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 5y: compounded portfolio wealth divided by compounded CAKE 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…
5y analysis · Full analysis span regression · 6 months rolling