+86.5%
IEMG vs CART
+11.0%
+75.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.3% |
| 7D | +1.6% | -9.5% | +11.1% | +2.3% |
| 30D | +4.6% | -7.8% | +12.4% | +5.2% |
| 3M | +4.8% | +10.4% | -5.6% | +3.9% |
| 6M | +16.8% | +20.1% | -3.2% | +14.7% |
| YTD | +24.8% | +3.7% | +21.2% | +24.0% |
| 1Y | +34.3% | +2.6% | +31.7% | +33.2% |
| All | +86.5% | +11.0% | +75.5% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling