+145.6%
IEMG vs CG
+274.1%
-128.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.7% |
| 7D | +2.8% | -1.3% | +4.1% | +3.1% |
| 30D | +4.6% | -3.2% | +7.8% | +5.4% |
| 3M | +5.5% | +6.2% | -0.7% | +3.3% |
| 6M | +19.7% | -4.7% | +24.4% | +20.6% |
| YTD | +25.5% | -20.6% | +46.1% | +32.4% |
| 1Y | +35.5% | -26.4% | +61.9% | +45.4% |
| 3Y | +88.0% | +55.4% | +32.6% | +54.9% |
| 5Y | +50.6% | +9.8% | +40.8% | +32.6% |
| 10Y | +138.4% | +341.4% | -203.0% | +32.2% |
| All | +145.6% | +274.1% | -128.5% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling