+71.5%
IEMG vs CB
+71.6%
-0.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | +0.7% | -1.0% | +1.7% | +0.6% |
| 30D | -6.4% | +7.3% | -13.7% | -5.6% |
| 3M | -5.5% | +7.0% | -12.6% | -4.7% |
| 6M | -8.3% | +16.3% | -24.7% | -7.2% |
| YTD | +13.2% | +19.7% | -6.6% | +14.3% |
| 1Y | +13.0% | +27.8% | -14.8% | +13.5% |
| All | +71.5% | +71.6% | -0.1% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling