+145.6%
IEMG vs CHRW
+252.0%
-106.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | +2.8% | +1.9% | +0.8% | +2.4% |
| 30D | +4.6% | +0.9% | +3.7% | +4.4% |
| 3M | +5.5% | -19.9% | +25.4% | +9.7% |
| 6M | +19.7% | -15.8% | +35.5% | +22.6% |
| YTD | +25.5% | -5.6% | +31.1% | +24.5% |
| 1Y | +35.5% | +21.0% | +14.5% | +26.1% |
| 3Y | +88.0% | +86.0% | +1.9% | +53.3% |
| 5Y | +50.6% | +88.6% | -38.0% | +19.2% |
| 10Y | +138.4% | +169.3% | -30.9% | +61.2% |
| All | +145.6% | +252.0% | -106.4% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CHRW 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling