+140.8%
IEMG vs CHD
+126.1%
+14.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.3% | -4.5% | +3.2% | -0.7% |
| 30D | +1.9% | -6.7% | +8.6% | +2.8% |
| 3M | +1.4% | -2.7% | +4.1% | +1.6% |
| 6M | +15.2% | -4.9% | +20.1% | +15.6% |
| YTD | +23.8% | +13.3% | +10.5% | +21.1% |
| 1Y | +30.7% | +1.0% | +29.7% | +29.9% |
| 3Y | +83.3% | +1.3% | +82.0% | +80.4% |
| 5Y | +48.8% | +20.8% | +27.9% | +39.3% |
| All | +140.8% | +126.1% | +14.7% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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