+145.4%
IEMG vs CF
+358.6%
-213.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +2.2% |
| 7D | +2.2% | +6.0% | -3.8% | +1.3% |
| 30D | +4.6% | +14.8% | -10.2% | +2.2% |
| 3M | +0.4% | +14.1% | -13.7% | -2.1% |
| 6M | +16.4% | +28.5% | -12.2% | +9.3% |
| YTD | +25.4% | +74.9% | -49.5% | +11.1% |
| 1Y | +38.3% | +61.7% | -23.4% | +23.9% |
| 3Y | +84.1% | +80.3% | +3.7% | +58.6% |
| 5Y | +49.0% | +226.0% | -177.0% | +7.9% |
| 10Y | +141.8% | +569.9% | -428.0% | +42.4% |
| All | +145.4% | +358.6% | -213.1% | +51.4% |
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