+117.6%
IEMG vs CAPR
-78.8%
+196.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.5% | -0.3% |
| 7D | +2.7% | +5.9% | -3.2% | +2.6% |
| 30D | -5.7% | +44.6% | -50.3% | -6.2% |
| 3M | -8.8% | +126.4% | -135.1% | -9.9% |
| 6M | -8.9% | -68.6% | +59.7% | -8.6% |
| YTD | +11.2% | -67.0% | +78.2% | +11.5% |
| 1Y | +12.2% | +65.2% | -53.0% | +7.8% |
| 3Y | +68.5% | +235.6% | -167.0% | +57.4% |
| 5Y | +34.3% | +175.4% | -141.1% | +24.8% |
| 10Y | +131.1% | -65.0% | +196.1% | +108.0% |
| All | +117.6% | -78.8% | +196.4% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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