+34.7%
IEMG vs CFG
+61.7%
-27.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +2.7% | +3.2% | -0.5% | +2.0% |
| 30D | -5.7% | +5.1% | -10.8% | -6.8% |
| 3M | -8.8% | -11.2% | +2.5% | -6.4% |
| 6M | -8.9% | +9.6% | -18.5% | -11.1% |
| YTD | +11.2% | +15.0% | -3.8% | +7.2% |
| 1Y | +12.2% | +29.9% | -17.7% | +5.2% |
| 3Y | +68.5% | +192.1% | -123.6% | +27.2% |
| All | +34.7% | +61.7% | -27.0% | +17.9% |
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