+88.0%
IEMG vs CF
+76.4%
+11.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | +0.1% |
| 7D | +2.8% | -0.9% | +3.7% | +2.8% |
| 30D | +4.6% | +18.1% | -13.4% | +5.1% |
| 3M | +5.5% | +23.4% | -17.9% | +6.0% |
| 6M | +19.7% | +17.1% | +2.6% | +19.0% |
| YTD | +25.5% | +76.2% | -50.7% | +19.2% |
| 1Y | +35.5% | +62.3% | -26.7% | +29.7% |
| 3Y | +88.0% | +71.8% | +16.1% | +73.6% |
| All | +88.0% | +76.4% | +11.6% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling