+48.3%
IEMG vs CNC
+10.7%
+37.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.3% | +1.2% |
| 7D | -1.3% | -0.9% | -0.4% | -1.3% |
| 30D | +1.9% | -1.0% | +2.9% | +1.9% |
| 3M | +1.4% | +4.5% | -3.1% | +1.2% |
| 6M | +15.2% | +85.2% | -70.1% | +11.6% |
| YTD | +23.8% | +61.4% | -37.6% | +20.6% |
| 1Y | +30.7% | +94.9% | -64.2% | +25.7% |
| 3Y | +83.3% | 0.0% | +83.3% | +81.0% |
| All | +48.3% | +10.7% | +37.6% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling