+140.8%
IEMG vs CGNX
+193.6%
-52.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | +0.2% |
| 7D | -1.3% | +3.2% | -4.5% | -2.1% |
| 30D | +1.9% | +6.0% | -4.1% | +0.2% |
| 3M | +1.4% | +3.5% | -2.1% | +0.1% |
| 6M | +15.2% | +26.3% | -11.1% | +8.0% |
| YTD | +23.8% | +79.2% | -55.4% | +4.1% |
| 1Y | +30.7% | +43.8% | -13.1% | +15.5% |
| 3Y | +83.3% | +52.0% | +31.3% | +52.8% |
| 5Y | +48.8% | -24.0% | +72.8% | +46.9% |
| All | +140.8% | +193.6% | -52.8% | +44.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling