+116.5%
IEMG vs CF
+320.8%
-204.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.1% |
| 7D | -0.7% | +4.8% | -5.4% | -1.5% |
| 30D | -9.4% | +9.7% | -19.1% | -10.8% |
| 3M | -7.3% | +1.2% | -8.5% | -7.8% |
| 6M | -10.4% | +7.4% | -17.8% | -12.3% |
| YTD | +10.6% | +60.5% | -49.9% | -1.0% |
| 1Y | +10.5% | +50.7% | -40.2% | 0.0% |
| 3Y | +67.7% | +64.8% | +2.9% | +46.5% |
| 5Y | +36.2% | +115.8% | -79.6% | +7.7% |
| 10Y | +125.6% | +481.0% | -355.4% | +36.1% |
| All | +116.5% | +320.8% | -204.3% | +34.9% |
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