+145.4%
IEMG vs CI
+525.5%
-380.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.9% |
| 7D | +2.2% | +1.3% | +0.9% | +1.9% |
| 30D | +4.6% | +4.4% | +0.2% | +3.6% |
| 3M | +0.4% | +0.7% | -0.3% | -0.2% |
| 6M | +16.4% | +0.3% | +16.0% | +15.4% |
| YTD | +25.4% | +3.8% | +21.6% | +23.4% |
| 1Y | +38.3% | -5.5% | +43.8% | +37.9% |
| 3Y | +84.1% | +8.1% | +76.0% | +73.1% |
| 5Y | +49.0% | +42.8% | +6.2% | +27.0% |
| 10Y | +141.8% | +143.9% | -2.1% | +71.7% |
| All | +145.4% | +525.5% | -380.0% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling