+37.1%
IEMG vs CMS
+34.1%
+3.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +0.7% | -1.1% | +1.8% | +0.8% |
| 30D | -6.4% | +6.6% | -13.0% | -6.9% |
| 3M | -5.5% | +0.8% | -6.3% | -5.6% |
| 6M | -8.3% | -3.3% | -5.0% | -8.2% |
| YTD | +13.2% | +2.7% | +10.5% | +12.4% |
| 1Y | +13.0% | -4.0% | +17.0% | +13.2% |
| 3Y | +71.6% | +37.6% | +34.0% | +62.1% |
| 5Y | +37.1% | +35.4% | +1.7% | +30.5% |
| All | +37.1% | +34.1% | +3.1% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling