+49.9%
IEMG vs CFG
+99.7%
-49.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | +1.6% | -0.6% | +2.2% | +1.7% |
| 30D | +4.6% | -4.5% | +9.2% | +5.7% |
| 3M | +4.8% | +6.3% | -1.5% | +3.2% |
| 6M | +16.8% | +20.6% | -3.8% | +11.6% |
| YTD | +24.8% | +21.2% | +3.6% | +19.0% |
| 1Y | +34.3% | +38.2% | -3.9% | +24.1% |
| 3Y | +87.0% | +185.9% | -99.0% | +42.1% |
| 5Y | +49.9% | +97.0% | -47.0% | +25.0% |
| All | +49.9% | +99.7% | -49.7% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 5y: compounded portfolio wealth divided by compounded CFG 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…
5y analysis · Full analysis span regression · 6 months rolling