+144.3%
IEMG vs CHD
+349.4%
-205.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +1.6% | -4.2% | +5.8% | +2.4% |
| 30D | +4.6% | -7.6% | +12.2% | +6.0% |
| 3M | +4.8% | -1.6% | +6.4% | +4.8% |
| 6M | +16.8% | -6.3% | +23.1% | +17.8% |
| YTD | +24.8% | +14.6% | +10.2% | +20.8% |
| 1Y | +34.3% | +1.6% | +32.7% | +33.0% |
| 3Y | +87.0% | +3.1% | +83.8% | +82.2% |
| 5Y | +49.9% | +21.1% | +28.9% | +37.7% |
| 10Y | +144.8% | +128.6% | +16.2% | +72.9% |
| All | +144.3% | +349.4% | -205.1% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling