+140.8%
IEMG vs CG
+314.7%
-173.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.7% |
| 7D | -1.3% | -9.9% | +8.6% | +1.6% |
| 30D | +1.9% | -11.7% | +13.6% | +5.4% |
| 3M | +1.4% | -4.3% | +5.7% | +2.2% |
| 6M | +15.2% | -8.8% | +23.9% | +17.5% |
| YTD | +23.8% | -26.9% | +50.7% | +33.7% |
| 1Y | +30.7% | -35.4% | +66.1% | +45.7% |
| 3Y | +83.3% | +43.0% | +40.2% | +53.4% |
| 5Y | +48.8% | +1.9% | +46.9% | +33.2% |
| All | +140.8% | +314.7% | -173.9% | +40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling