+12.2%
IEMG vs CB
+28.5%
-16.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | +0.2% |
| 7D | +2.7% | +2.9% | -0.2% | +4.3% |
| 30D | -5.7% | +7.3% | -13.0% | -2.0% |
| 3M | -8.8% | +9.4% | -18.2% | -4.1% |
| 6M | -8.9% | +19.6% | -28.5% | 0.0% |
| YTD | +11.2% | +21.5% | -10.3% | +23.4% |
| 1Y | +12.2% | +28.0% | -15.8% | +26.5% |
| All | +12.2% | +28.5% | -16.3% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling