+30.7%
IEMG vs CMS
-2.9%
+33.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.1% |
| 7D | -1.3% | -1.9% | +0.6% | -1.7% |
| 30D | +1.9% | -4.1% | +6.0% | +1.0% |
| 3M | +1.4% | -7.1% | +8.5% | -0.5% |
| 6M | +15.2% | -10.1% | +25.2% | +13.7% |
| YTD | +23.8% | -1.7% | +25.5% | +23.4% |
| 1Y | +30.7% | -3.4% | +34.0% | +30.9% |
| All | +30.7% | -2.9% | +33.5% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling