+166.4%
IEMG vs CARR
+421.5%
-255.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.9% |
| 7D | -1.3% | -3.8% | +2.5% | -0.5% |
| 30D | +1.9% | -8.9% | +10.8% | +3.9% |
| 3M | +1.4% | -17.3% | +18.7% | +5.4% |
| 6M | +15.2% | -1.4% | +16.6% | +15.1% |
| YTD | +23.8% | +10.0% | +13.8% | +21.0% |
| 1Y | +30.7% | -6.4% | +37.0% | +31.6% |
| 3Y | +83.3% | +1.5% | +81.7% | +78.8% |
| 5Y | +48.8% | +9.3% | +39.5% | +39.4% |
| All | +166.4% | +421.5% | -255.1% | +112.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling