+134.0%
IEMG vs CF
+478.3%
-344.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.7% | -1.5% |
| 7D | +5.3% | +5.4% | -0.1% | +4.5% |
| 30D | -7.2% | +6.5% | -13.7% | -8.2% |
| 3M | -8.1% | +4.6% | -12.7% | -9.1% |
| 6M | -6.7% | -3.3% | -3.4% | -6.9% |
| YTD | +11.6% | +63.9% | -52.2% | -0.5% |
| 1Y | +11.4% | +50.4% | -39.0% | +0.8% |
| 3Y | +69.3% | +68.2% | +1.0% | +47.1% |
| 5Y | +34.9% | +113.8% | -78.9% | +5.6% |
| All | +134.0% | +478.3% | -344.3% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling