+117.6%
IEMG vs CMS
+356.9%
-239.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | +2.7% | +1.7% | +1.0% | +2.3% |
| 30D | -5.7% | +6.2% | -11.9% | -7.1% |
| 3M | -8.8% | +0.6% | -9.4% | -9.0% |
| 6M | -8.9% | -1.8% | -7.1% | -8.9% |
| YTD | +11.2% | +3.8% | +7.3% | +9.4% |
| 1Y | +12.2% | -1.8% | +14.0% | +12.0% |
| 3Y | +68.5% | +39.8% | +28.7% | +51.3% |
| 5Y | +34.3% | +37.1% | -2.8% | +19.4% |
| 10Y | +131.1% | +138.6% | -7.5% | +66.3% |
| All | +117.6% | +356.9% | -239.4% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling