+140.8%
IEMG vs CNC
+99.9%
+40.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.3% | +1.0% |
| 7D | -1.3% | -0.9% | -0.4% | -1.2% |
| 30D | +1.9% | -1.0% | +2.9% | +2.0% |
| 3M | +1.4% | +4.5% | -3.1% | +0.5% |
| 6M | +15.2% | +85.2% | -70.1% | +4.9% |
| YTD | +23.8% | +61.4% | -37.6% | +14.3% |
| 1Y | +30.7% | +94.9% | -64.2% | +16.6% |
| 3Y | +83.3% | 0.0% | +83.3% | +75.4% |
| 5Y | +48.8% | +11.2% | +37.6% | +35.6% |
| All | +140.8% | +99.9% | +40.9% | +89.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling