+47.0%
IEMG vs CG
+2.7%
+44.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.4% |
| 7D | -0.9% | -9.8% | +8.9% | +1.6% |
| 30D | +2.1% | -10.3% | +12.4% | +4.7% |
| 3M | +4.6% | -1.7% | +6.3% | +4.6% |
| 6M | +14.0% | -9.8% | +23.9% | +16.3% |
| YTD | +22.3% | -25.6% | +47.9% | +30.0% |
| 1Y | +30.7% | -32.5% | +63.2% | +41.7% |
| 3Y | +83.2% | +45.6% | +37.6% | +56.6% |
| 5Y | +47.0% | +3.7% | +43.3% | +31.4% |
| All | +47.0% | +2.7% | +44.3% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling