+133.0%
IEMG vs CNH
+106.0%
+27.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +2.7% | +3.0% | -0.3% | +1.6% |
| 30D | -5.7% | -0.6% | -5.1% | -5.8% |
| 3M | -8.8% | +14.6% | -23.4% | -13.5% |
| 6M | -8.9% | +11.8% | -20.7% | -13.6% |
| YTD | +11.2% | +30.4% | -19.2% | -0.1% |
| 1Y | +12.2% | +19.1% | -6.9% | +3.5% |
| 3Y | +68.5% | +30.2% | +38.4% | +45.8% |
| 5Y | +34.3% | -17.8% | +52.2% | +31.0% |
| All | +133.0% | +106.0% | +27.0% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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