+71.5%
IEMG vs CMS
+37.7%
+33.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +0.7% | -1.1% | +1.8% | +0.7% |
| 30D | -6.4% | +6.6% | -13.0% | -6.3% |
| 3M | -5.5% | +0.8% | -6.3% | -5.5% |
| 6M | -8.3% | -3.3% | -5.0% | -8.4% |
| YTD | +13.2% | +2.7% | +10.5% | +12.6% |
| 1Y | +13.0% | -4.0% | +17.0% | +13.1% |
| All | +71.5% | +37.7% | +33.8% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling