+145.4%
IEMG vs CB
+453.4%
-308.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.3% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | +4.6% | -3.1% | +7.7% | +5.6% |
| 3M | +0.4% | +9.0% | -8.6% | -3.5% |
| 6M | +16.4% | +2.9% | +13.5% | +14.0% |
| YTD | +25.4% | +10.1% | +15.3% | +19.6% |
| 1Y | +38.3% | +22.8% | +15.5% | +26.1% |
| 3Y | +84.1% | +73.8% | +10.3% | +43.3% |
| 5Y | +49.0% | +99.2% | -50.2% | +7.2% |
| 10Y | +141.8% | +218.2% | -76.4% | +26.9% |
| All | +145.4% | +453.4% | -308.0% | -10.3% |
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 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