+84.8%
IEMG vs CB
+69.9%
+14.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +1.6% | -0.5% | +2.1% | +1.6% |
| 30D | +4.6% | -3.1% | +7.7% | +4.4% |
| 3M | +4.8% | +4.2% | +0.7% | +4.7% |
| 6M | +16.8% | +4.7% | +12.1% | +16.7% |
| YTD | +24.8% | +8.8% | +16.0% | +24.4% |
| 1Y | +34.3% | +22.6% | +11.7% | +32.2% |
| All | +84.8% | +69.9% | +14.9% | +73.7% |
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