+140.6%
IEMG vs CNH
+55.5%
+85.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.6% | +1.7% |
| 7D | +2.8% | +8.8% | -6.0% | 0.0% |
| 30D | +4.6% | +24.7% | -20.0% | -2.6% |
| 3M | +5.5% | +27.3% | -21.8% | -2.8% |
| 6M | +19.7% | +23.2% | -3.5% | +10.8% |
| YTD | +25.5% | +48.9% | -23.4% | +9.3% |
| 1Y | +35.5% | +19.4% | +16.1% | +25.7% |
| 3Y | +88.0% | +7.8% | +80.2% | +74.6% |
| 5Y | +50.6% | +8.7% | +41.9% | +35.1% |
| 10Y | +138.4% | +149.5% | -11.2% | +52.6% |
| All | +140.6% | +55.5% | +85.1% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling