+81.1%
IEMG vs CB
+70.5%
+10.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -0.9% | -2.8% | +1.9% | -1.1% |
| 30D | +2.1% | -2.4% | +4.5% | +1.9% |
| 3M | +4.6% | +2.8% | +1.8% | +4.5% |
| 6M | +14.0% | +4.8% | +9.3% | +14.0% |
| YTD | +22.3% | +9.2% | +13.2% | +21.9% |
| 1Y | +30.7% | +22.8% | +7.9% | +28.7% |
| All | +81.1% | +70.5% | +10.6% | +70.3% |
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 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