+30.7%
IEMG vs CNP
+5.6%
+25.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | -1.4% | +0.1% | -1.5% |
| 30D | +1.9% | -2.9% | +4.8% | +1.4% |
| 3M | +1.4% | -7.5% | +9.0% | -0.2% |
| 6M | +15.2% | -7.9% | +23.1% | +13.6% |
| YTD | +23.8% | +3.7% | +20.1% | +22.5% |
| 1Y | +30.7% | +4.6% | +26.1% | +29.5% |
| All | +30.7% | +5.6% | +25.1% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling