+145.6%
IEMG vs CME
+783.0%
-637.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.3% |
| 7D | +2.8% | -2.9% | +5.7% | +3.5% |
| 30D | +4.6% | +5.5% | -0.9% | +3.1% |
| 3M | +5.5% | +11.0% | -5.5% | +2.3% |
| 6M | +19.7% | -9.7% | +29.4% | +22.1% |
| YTD | +25.5% | +4.9% | +20.7% | +22.5% |
| 1Y | +35.5% | +10.1% | +25.4% | +30.1% |
| 3Y | +88.0% | +53.5% | +34.5% | +60.6% |
| 5Y | +50.6% | +77.2% | -26.6% | +21.3% |
| 10Y | +138.4% | +282.1% | -143.8% | +50.0% |
| All | +145.6% | +783.0% | -637.4% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling