+46.5%
IEMG vs CCJ
+284.7%
-238.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.5% |
| 7D | -0.9% | -3.2% | +2.3% | -0.3% |
| 30D | +2.1% | -1.3% | +3.4% | +2.2% |
| 3M | +4.6% | +2.5% | +2.1% | +4.0% |
| 6M | +14.0% | -18.9% | +32.9% | +17.3% |
| YTD | +22.3% | +6.5% | +15.9% | +20.5% |
| 1Y | +30.7% | +22.8% | +7.9% | +25.0% |
| 3Y | +83.2% | +164.5% | -81.3% | +50.9% |
| All | +46.5% | +284.7% | -238.1% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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