+84.8%
IEMG vs CI
+4.5%
+80.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.5% |
| 7D | +1.6% | -1.1% | +2.7% | +1.6% |
| 30D | +4.6% | +0.5% | +4.2% | +4.6% |
| 3M | +4.8% | -5.2% | +10.0% | +4.9% |
| 6M | +16.8% | +4.3% | +12.5% | +16.5% |
| YTD | +24.8% | +2.8% | +22.1% | +24.6% |
| 1Y | +34.3% | -5.8% | +40.1% | +34.3% |
| All | +84.8% | +4.5% | +80.2% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling