+140.8%
IEMG vs CB
+225.8%
-85.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.3% | -0.7% | -0.6% | -1.1% |
| 30D | +1.9% | -1.2% | +3.1% | +2.2% |
| 3M | +1.4% | +3.8% | -2.4% | -0.3% |
| 6M | +15.2% | +5.8% | +9.4% | +12.2% |
| YTD | +23.8% | +9.4% | +14.5% | +19.1% |
| 1Y | +30.7% | +20.7% | +10.0% | +21.4% |
| 3Y | +83.3% | +70.1% | +13.2% | +48.7% |
| 5Y | +48.8% | +101.4% | -52.6% | +11.5% |
| All | +140.8% | +225.8% | -85.0% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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