+38.3%
IEMG vs CAVA
-7.9%
+46.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.1% | +1.8% |
| 7D | +2.2% | -9.2% | +11.5% | +3.1% |
| 30D | +4.6% | -8.2% | +12.8% | +5.3% |
| 3M | +0.4% | -15.3% | +15.7% | +1.5% |
| 6M | +16.4% | -23.6% | +39.9% | +19.0% |
| YTD | +25.4% | +3.5% | +21.9% | +25.6% |
| 1Y | +38.3% | -7.9% | +46.2% | +40.3% |
| All | +38.3% | -7.9% | +46.2% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 1y: compounded portfolio wealth divided by compounded CAVA 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…
1y analysis · Full analysis span regression · 6 months rolling