+13.9%
IEMG vs CG
-14.1%
+28.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | 0.0% |
| 7D | -3.1% | +9.4% | -12.5% | -5.0% |
| 30D | -10.3% | +8.7% | -19.1% | -11.9% |
| 3M | -6.6% | -15.0% | +8.4% | -3.1% |
| 6M | -3.9% | -13.2% | +9.3% | -1.0% |
| YTD | +12.4% | -26.2% | +38.5% | +17.2% |
| 1Y | +13.9% | -14.1% | +28.0% | +14.2% |
| All | +13.9% | -14.1% | +28.0% | +14.2% |
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