+13.9%
IEMG vs CGNX
+31.4%
-17.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.7% | +9.6% | +2.5% |
| 7D | -3.1% | -9.2% | +6.1% | -1.4% |
| 30D | -10.3% | -17.6% | +7.2% | -7.3% |
| 3M | -6.6% | -25.7% | +19.1% | -1.8% |
| 6M | -3.9% | -5.5% | +1.6% | -2.3% |
| YTD | +12.4% | +48.1% | -35.7% | +9.5% |
| 1Y | +13.9% | +33.5% | -19.6% | +12.6% |
| All | +13.9% | +31.4% | -17.5% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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