+48.3%
IEMG vs CME
+78.0%
-29.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | -1.3% | -1.6% | +0.3% | -1.2% |
| 30D | +1.9% | +5.6% | -3.7% | +1.6% |
| 3M | +1.4% | +5.6% | -4.2% | +1.3% |
| 6M | +15.2% | -8.3% | +23.4% | +16.6% |
| YTD | +23.8% | +4.3% | +19.5% | +22.9% |
| 1Y | +30.7% | +9.1% | +21.6% | +28.6% |
| 3Y | +83.3% | +52.1% | +31.2% | +65.8% |
| All | +48.3% | +78.0% | -29.7% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling