+13.9%
IEMG vs CI
+21.2%
-7.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | +1.4% |
| 7D | -3.1% | +3.5% | -6.6% | -2.6% |
| 30D | -10.3% | +12.6% | -22.9% | -8.9% |
| 3M | -6.6% | +12.1% | -18.7% | -5.1% |
| 6M | -3.9% | +10.6% | -14.4% | -2.7% |
| YTD | +12.4% | +12.8% | -0.5% | +14.1% |
| 1Y | +13.9% | +18.0% | -4.1% | +16.4% |
| All | +13.9% | +21.2% | -7.3% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling