+118.4%
IEMG vs CASY
+1,484.0%
-1,365.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.2% |
| 7D | +5.3% | +2.5% | +2.8% | +4.8% |
| 30D | -7.2% | +10.2% | -17.4% | -9.1% |
| 3M | -8.1% | -15.7% | +7.6% | -5.4% |
| 6M | -6.7% | -18.4% | +11.7% | -4.1% |
| YTD | +11.6% | +28.3% | -16.6% | +3.7% |
| 1Y | +11.4% | +32.6% | -21.1% | +2.5% |
| 3Y | +69.3% | +159.5% | -90.2% | +31.3% |
| 5Y | +34.9% | +263.9% | -229.0% | -5.2% |
| 10Y | +132.1% | +548.5% | -416.4% | +38.6% |
| All | +118.4% | +1,484.0% | -1,365.5% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling