+142.3%
IEMG vs CBOE
+1,076.7%
-934.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.5% | +1.6% |
| 7D | -1.3% | -5.8% | +4.5% | -0.3% |
| 30D | +1.9% | -3.1% | +5.1% | +2.3% |
| 3M | +1.4% | -4.8% | +6.2% | +1.8% |
| 6M | +15.2% | -0.6% | +15.7% | +13.8% |
| YTD | +23.8% | +12.8% | +11.0% | +19.1% |
| 1Y | +30.7% | +19.8% | +10.9% | +24.0% |
| 3Y | +83.3% | +86.9% | -3.7% | +54.9% |
| 5Y | +48.8% | +136.5% | -87.8% | +17.4% |
| 10Y | +142.8% | +368.4% | -225.7% | +58.4% |
| All | +142.3% | +1,076.7% | -934.5% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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