+50.6%
IEMG vs CB
+98.8%
-48.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | +2.8% | -0.6% | +3.4% | +2.8% |
| 30D | +4.6% | -3.9% | +8.5% | +5.0% |
| 3M | +5.5% | +4.9% | +0.6% | +4.4% |
| 6M | +19.7% | +3.3% | +16.4% | +18.6% |
| YTD | +25.5% | +8.5% | +17.0% | +23.1% |
| 1Y | +35.5% | +22.1% | +13.5% | +29.6% |
| 3Y | +88.0% | +70.1% | +17.8% | +63.2% |
| 5Y | +50.6% | +97.4% | -46.8% | +23.6% |
| All | +50.6% | +98.8% | -48.3% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling