+114.0%
IEMG vs CNH
+36.9%
+77.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.1% |
| 7D | +5.3% | +6.4% | -1.1% | +3.2% |
| 30D | -7.2% | -1.6% | -5.5% | -7.0% |
| 3M | -8.1% | +11.6% | -19.7% | -12.1% |
| 6M | -6.7% | +12.5% | -19.2% | -11.6% |
| YTD | +11.6% | +31.1% | -19.4% | +0.3% |
| 1Y | +11.4% | +17.0% | -5.6% | +3.5% |
| 3Y | +69.3% | +28.7% | +40.6% | +47.7% |
| 5Y | +34.9% | -17.4% | +52.3% | +31.3% |
| 10Y | +132.1% | +105.0% | +27.1% | +56.7% |
| All | +114.0% | +36.9% | +77.1% | +52.9% |
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