+156.3%
IEMG vs CDW
+903.1%
-746.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | +2.2% | +3.2% | -0.9% | +1.3% |
| 30D | +4.6% | +9.3% | -4.7% | +1.7% |
| 3M | +0.4% | +9.8% | -9.4% | -3.3% |
| 6M | +16.4% | +23.3% | -7.0% | +6.2% |
| YTD | +25.4% | +13.7% | +11.8% | +16.9% |
| 1Y | +38.3% | -6.5% | +44.8% | +36.9% |
| 3Y | +84.1% | -25.2% | +109.3% | +91.7% |
| 5Y | +49.0% | -19.5% | +68.5% | +47.7% |
| 10Y | +141.8% | +285.8% | -144.0% | +35.6% |
| All | +156.3% | +903.1% | -746.8% | +18.9% |
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