+140.8%
IEMG vs CHRW
+183.1%
-42.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.3% | +3.5% | -4.8% | -1.9% |
| 30D | +1.9% | +4.6% | -2.7% | +1.0% |
| 3M | +1.4% | -19.7% | +21.1% | +5.0% |
| 6M | +15.2% | -12.4% | +27.6% | +16.8% |
| YTD | +23.8% | -3.9% | +27.7% | +22.5% |
| 1Y | +30.7% | +18.4% | +12.3% | +23.1% |
| 3Y | +83.3% | +88.8% | -5.6% | +51.5% |
| 5Y | +48.8% | +93.5% | -44.8% | +19.0% |
| All | +140.8% | +183.1% | -42.3% | +65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling