+13.9%
IEMG vs CNC
+122.0%
-108.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.6% | -11.7% | +1.1% |
| 7D | -3.1% | +13.4% | -16.5% | -2.9% |
| 30D | -10.3% | +18.2% | -28.5% | -10.1% |
| 3M | -6.6% | +18.6% | -25.2% | -6.3% |
| 6M | -3.9% | +41.9% | -45.8% | -3.4% |
| YTD | +12.4% | +84.7% | -72.3% | +12.7% |
| 1Y | +13.9% | +110.5% | -96.6% | +14.6% |
| All | +13.9% | +122.0% | -108.1% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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