+142.3%
IEMG vs CNI
+260.0%
-117.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.8% |
| 7D | -1.3% | -0.4% | -0.9% | -1.1% |
| 30D | +1.9% | -2.7% | +4.6% | +3.2% |
| 3M | +1.4% | +3.9% | -2.5% | -0.9% |
| 6M | +15.2% | +16.4% | -1.2% | +6.1% |
| YTD | +23.8% | +25.8% | -2.0% | +9.4% |
| 1Y | +30.7% | +32.4% | -1.7% | +12.3% |
| 3Y | +83.3% | +19.1% | +64.2% | +63.0% |
| 5Y | +48.8% | +13.6% | +35.2% | +32.9% |
| 10Y | +142.8% | +136.8% | +6.0% | +39.0% |
| All | +142.3% | +260.0% | -117.7% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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