+145.4%
IEMG vs CHRW
+246.2%
-100.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | +2.2% | -1.4% | +3.6% | +2.5% |
| 30D | +4.6% | -3.5% | +8.1% | +5.3% |
| 3M | +0.4% | -19.4% | +19.8% | +4.2% |
| 6M | +16.4% | -21.4% | +37.7% | +21.0% |
| YTD | +25.4% | -7.1% | +32.6% | +24.9% |
| 1Y | +38.3% | +17.8% | +20.5% | +29.5% |
| 3Y | +84.1% | +78.8% | +5.3% | +51.6% |
| 5Y | +49.0% | +83.5% | -34.5% | +18.7% |
| 10Y | +141.8% | +160.2% | -18.4% | +65.0% |
| All | +145.4% | +246.2% | -100.8% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling