+84.8%
IEMG vs CHRW
+85.4%
-0.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | +1.6% | +4.1% | -2.5% | +1.3% |
| 30D | +4.6% | +1.9% | +2.7% | +4.4% |
| 3M | +4.8% | -21.2% | +26.0% | +6.9% |
| 6M | +16.8% | -16.7% | +33.5% | +18.2% |
| YTD | +24.8% | -5.4% | +30.2% | +24.4% |
| 1Y | +34.3% | +21.2% | +13.1% | +30.3% |
| All | +84.8% | +85.4% | -0.6% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling