+121.1%
IEMG vs CFG
+396.4%
-275.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | +2.2% | +1.5% | +0.7% | +1.8% |
| 30D | +4.6% | -3.8% | +8.4% | +5.6% |
| 3M | +0.4% | +11.5% | -11.1% | -2.7% |
| 6M | +16.4% | +19.2% | -2.8% | +10.8% |
| YTD | +25.4% | +23.7% | +1.7% | +18.1% |
| 1Y | +38.3% | +38.8% | -0.6% | +25.9% |
| 3Y | +84.1% | +178.9% | -94.8% | +35.3% |
| 5Y | +49.0% | +101.8% | -52.8% | +16.6% |
| 10Y | +141.8% | +317.3% | -175.4% | +35.0% |
| All | +121.1% | +396.4% | -275.2% | +17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling