+38.3%
IEMG vs CG
-24.3%
+62.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.0% |
| 7D | +2.2% | -4.3% | +6.6% | +3.2% |
| 30D | +4.6% | -5.1% | +9.7% | +5.7% |
| 3M | +0.4% | +8.7% | -8.3% | -1.9% |
| 6M | +16.4% | -9.2% | +25.6% | +17.6% |
| YTD | +25.4% | -18.9% | +44.3% | +28.7% |
| 1Y | +38.3% | -25.6% | +63.9% | +42.6% |
| All | +38.3% | -24.3% | +62.6% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling