+43.6%
IEMG vs CHYM
-23.3%
+66.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.1% |
| 7D | -1.3% | -2.3% | +1.0% | -1.1% |
| 30D | +1.9% | +4.4% | -2.5% | +1.5% |
| 3M | +1.4% | +91.3% | -89.9% | -5.4% |
| 6M | +15.2% | +44.0% | -28.8% | +9.5% |
| YTD | +23.8% | +31.1% | -7.3% | +18.2% |
| 1Y | +30.7% | +37.8% | -7.2% | +23.9% |
| All | +43.6% | -23.3% | +66.9% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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