+137.9%
IEMG vs CNH
+157.1%
-19.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.1% |
| 7D | -0.9% | -2.5% | +1.6% | -0.2% |
| 30D | +2.1% | +27.0% | -24.9% | -5.5% |
| 3M | +4.6% | +32.6% | -28.0% | -4.9% |
| 6M | +14.0% | +23.6% | -9.5% | +5.3% |
| YTD | +22.3% | +47.8% | -25.5% | +6.5% |
| 1Y | +30.7% | +21.3% | +9.4% | +20.5% |
| 3Y | +83.2% | +7.0% | +76.2% | +70.4% |
| 5Y | +47.0% | +10.2% | +36.8% | +30.7% |
| All | +137.9% | +157.1% | -19.2% | +51.4% |
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