+62.3%
IEMG vs CART
+112.9%
-50.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.1% |
| 7D | -2.8% | +3.0% | -5.7% | -2.9% |
| 30D | -12.0% | +28.6% | -40.5% | -13.6% |
| 3M | -9.0% | +29.1% | -38.1% | -10.8% |
| 6M | -11.8% | +44.7% | -56.6% | -14.4% |
| YTD | +8.3% | +29.2% | -20.9% | +5.8% |
| 1Y | +9.6% | +66.2% | -56.5% | +4.5% |
| 3Y | +62.3% | +112.8% | -50.5% | +50.8% |
| All | +62.3% | +112.9% | -50.6% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling