+139.4%
IEMG vs CNC
+585.4%
-446.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.3% |
| 7D | -0.9% | -3.9% | +3.0% | -0.4% |
| 30D | +2.1% | +0.8% | +1.3% | +1.9% |
| 3M | +4.6% | +0.1% | +4.5% | +4.3% |
| 6M | +14.0% | +79.7% | -65.6% | +4.0% |
| YTD | +22.3% | +58.9% | -36.6% | +12.9% |
| 1Y | +30.7% | +109.1% | -78.5% | +14.9% |
| 3Y | +83.2% | 0.0% | +83.2% | +74.6% |
| 5Y | +47.0% | +9.5% | +37.5% | +34.7% |
| 10Y | +139.9% | +95.7% | +44.2% | +91.0% |
| All | +139.4% | +585.4% | -446.0% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling