+111.8%
IEMG vs CF
+310.6%
-198.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.0% |
| 7D | -2.8% | -3.2% | +0.4% | -2.4% |
| 30D | -12.0% | +4.3% | -16.3% | -12.7% |
| 3M | -9.0% | +2.8% | -11.8% | -9.8% |
| 6M | -11.8% | +0.6% | -12.4% | -12.8% |
| YTD | +8.3% | +56.6% | -48.4% | -2.8% |
| 1Y | +9.6% | +49.6% | -40.0% | -0.8% |
| 3Y | +62.3% | +61.5% | +0.8% | +42.2% |
| 5Y | +33.5% | +124.0% | -90.5% | +4.5% |
| 10Y | +116.7% | +573.2% | -456.5% | +27.0% |
| All | +111.8% | +310.6% | -198.7% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling