+30.7%
IEMG vs CG
-33.8%
+64.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.6% |
| 7D | -1.3% | -9.9% | +8.6% | +1.0% |
| 30D | +1.9% | -11.7% | +13.6% | +4.6% |
| 3M | +1.4% | -4.3% | +5.7% | +2.0% |
| 6M | +15.2% | -8.8% | +23.9% | +17.0% |
| YTD | +23.8% | -26.9% | +50.7% | +30.0% |
| 1Y | +30.7% | -35.4% | +66.1% | +38.0% |
| All | +30.7% | -33.8% | +64.5% | +38.0% |
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