+81.1%
IEMG vs CME
+52.3%
+28.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -0.9% | -2.4% | +1.5% | -1.2% |
| 30D | +2.1% | +6.2% | -4.1% | +3.1% |
| 3M | +4.6% | +4.4% | +0.2% | +5.8% |
| 6M | +14.0% | -9.6% | +23.7% | +14.1% |
| YTD | +22.3% | +3.8% | +18.6% | +23.2% |
| 1Y | +30.7% | +9.5% | +21.1% | +32.0% |
| All | +81.1% | +52.3% | +28.8% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling