+142.3%
IEMG vs CHTR
+91.1%
+51.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.6% |
| 7D | -1.3% | -4.1% | +2.8% | -0.7% |
| 30D | +1.9% | -3.0% | +4.9% | +2.0% |
| 3M | +1.4% | +4.8% | -3.3% | -0.3% |
| 6M | +15.2% | -35.0% | +50.2% | +21.4% |
| YTD | +23.8% | -30.2% | +54.0% | +28.2% |
| 1Y | +30.7% | -44.8% | +75.4% | +41.3% |
| 3Y | +83.3% | -66.6% | +149.8% | +113.1% |
| 5Y | +48.8% | -81.5% | +130.2% | +96.1% |
| 10Y | +142.8% | -44.8% | +187.6% | +140.5% |
| All | +142.3% | +91.1% | +51.2% | +96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling