+133.0%
IEMG vs CASY
+555.0%
-422.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +2.7% | +3.6% | -0.9% | +2.0% |
| 30D | -5.7% | +9.1% | -14.8% | -7.4% |
| 3M | -8.8% | -16.5% | +7.7% | -5.9% |
| 6M | -8.9% | -19.7% | +10.8% | -5.9% |
| YTD | +11.2% | +29.3% | -18.1% | +2.9% |
| 1Y | +12.2% | +33.1% | -20.9% | +2.9% |
| 3Y | +68.5% | +158.5% | -90.0% | +29.5% |
| 5Y | +34.3% | +266.7% | -232.4% | -7.6% |
| All | +133.0% | +555.0% | -422.0% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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