+30.7%
IEMG vs CARR
-5.9%
+36.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.8% |
| 7D | -1.3% | -3.8% | +2.5% | -0.2% |
| 30D | +1.9% | -8.9% | +10.8% | +4.8% |
| 3M | +1.4% | -17.3% | +18.7% | +7.0% |
| 6M | +15.2% | -1.4% | +16.6% | +15.0% |
| YTD | +23.8% | +10.0% | +13.8% | +22.0% |
| 1Y | +30.7% | -6.4% | +37.0% | +33.4% |
| All | +30.7% | -5.9% | +36.6% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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