+48.3%
IEMG vs CHTR
-81.7%
+130.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.9% |
| 7D | -1.3% | -4.1% | +2.8% | -1.0% |
| 30D | +1.9% | -3.0% | +4.9% | +2.0% |
| 3M | +1.4% | +4.8% | -3.3% | +0.7% |
| 6M | +15.2% | -35.0% | +50.2% | +18.6% |
| YTD | +23.8% | -30.2% | +54.0% | +26.2% |
| 1Y | +30.7% | -44.8% | +75.4% | +36.9% |
| 3Y | +83.3% | -66.6% | +149.8% | +102.2% |
| All | +48.3% | -81.7% | +130.0% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 5y: compounded portfolio wealth divided by compounded CHTR 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…
5y analysis · Full analysis span regression · 6 months rolling