+134.0%
IEMG vs CMS
+136.3%
-2.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +5.3% | -1.3% | +6.6% | +5.5% |
| 30D | -7.2% | +5.3% | -12.4% | -8.2% |
| 3M | -8.1% | -0.3% | -7.8% | -8.1% |
| 6M | -6.7% | -4.0% | -2.7% | -6.3% |
| YTD | +11.6% | +2.1% | +9.5% | +10.5% |
| 1Y | +11.4% | -4.7% | +16.1% | +11.9% |
| 3Y | +69.3% | +36.8% | +32.5% | +54.8% |
| 5Y | +34.9% | +34.9% | 0.0% | +22.1% |
| All | +134.0% | +136.3% | -2.3% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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