+145.6%
IEMG vs CCJ
+529.3%
-383.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | -0.2% |
| 7D | +2.8% | +5.9% | -3.1% | +1.7% |
| 30D | +4.6% | +4.7% | -0.1% | +3.6% |
| 3M | +5.5% | -3.3% | +8.8% | +5.9% |
| 6M | +19.7% | -7.0% | +26.7% | +20.6% |
| YTD | +25.5% | +11.5% | +14.1% | +22.0% |
| 1Y | +35.5% | +32.3% | +3.2% | +26.3% |
| 3Y | +88.0% | +176.8% | -88.9% | +47.6% |
| 5Y | +50.6% | +351.8% | -301.2% | +3.0% |
| 10Y | +138.4% | +1,080.5% | -942.2% | +19.6% |
| All | +145.6% | +529.3% | -383.7% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling