+140.8%
IEMG vs CME
+282.4%
-141.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -1.3% | -1.6% | +0.3% | -0.9% |
| 30D | +1.9% | +5.6% | -3.7% | +0.5% |
| 3M | +1.4% | +5.6% | -4.2% | -0.2% |
| 6M | +15.2% | -8.3% | +23.4% | +17.1% |
| YTD | +23.8% | +4.3% | +19.5% | +21.1% |
| 1Y | +30.7% | +9.1% | +21.6% | +25.8% |
| 3Y | +83.3% | +52.1% | +31.2% | +56.6% |
| 5Y | +48.8% | +79.7% | -30.9% | +18.5% |
| All | +140.8% | +282.4% | -141.6% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling