+142.3%
IEMG vs CMI
+742.2%
-599.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.7% |
| 7D | -1.3% | -0.7% | -0.6% | -1.0% |
| 30D | +1.9% | -12.4% | +14.3% | +7.1% |
| 3M | +1.4% | -14.8% | +16.2% | +7.5% |
| 6M | +15.2% | +0.8% | +14.4% | +14.2% |
| YTD | +23.8% | +10.2% | +13.6% | +18.1% |
| 1Y | +30.7% | +37.4% | -6.8% | +14.1% |
| 3Y | +83.3% | +153.3% | -70.0% | +23.6% |
| 5Y | +48.8% | +167.6% | -118.8% | -3.9% |
| 10Y | +142.8% | +514.4% | -371.6% | +6.2% |
| All | +142.3% | +742.2% | -599.9% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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