+118.4%
IEMG vs CB
+504.1%
-385.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.5% |
| 7D | +5.3% | 0.0% | +5.3% | +5.2% |
| 30D | -7.2% | +7.4% | -14.6% | -9.5% |
| 3M | -8.1% | +8.6% | -16.7% | -10.9% |
| 6M | -6.7% | +16.1% | -22.9% | -12.4% |
| YTD | +11.6% | +20.2% | -8.5% | +3.2% |
| 1Y | +11.4% | +27.2% | -15.8% | +0.7% |
| 3Y | +69.3% | +72.7% | -3.4% | +33.0% |
| 5Y | +34.9% | +105.9% | -71.0% | -3.5% |
| 10Y | +132.1% | +248.1% | -116.0% | +18.0% |
| All | +118.4% | +504.1% | -385.7% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling