+127.2%
IEMG vs CDW
+1,030.0%
-902.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +2.7% | +9.3% | -6.6% | +0.2% |
| 30D | -5.7% | +14.4% | -20.1% | -9.5% |
| 3M | -8.8% | +21.4% | -30.2% | -14.4% |
| 6M | -8.9% | +72.8% | -81.7% | -24.1% |
| YTD | +11.2% | +28.0% | -16.8% | -0.4% |
| 1Y | +12.2% | +19.3% | -7.1% | +2.8% |
| 3Y | +68.5% | -15.3% | +83.8% | +68.4% |
| 5Y | +34.3% | -3.8% | +38.1% | +25.4% |
| 10Y | +131.1% | +318.5% | -187.4% | +26.1% |
| All | +127.2% | +1,030.0% | -902.7% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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