+30.7%
IEMG vs CB
+23.0%
+7.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.3% |
| 7D | -1.3% | -0.7% | -0.6% | -1.6% |
| 30D | +1.9% | -1.2% | +3.1% | +1.4% |
| 3M | +1.4% | +3.8% | -2.4% | +3.3% |
| 6M | +15.2% | +5.8% | +9.4% | +18.5% |
| YTD | +23.8% | +9.4% | +14.5% | +28.8% |
| 1Y | +30.7% | +20.7% | +10.0% | +38.3% |
| All | +30.7% | +23.0% | +7.6% | +38.3% |
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