+81.1%
IEMG vs CNP
+49.7%
+31.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.9% |
| 7D | -0.9% | -2.2% | +1.3% | -0.7% |
| 30D | +2.1% | -2.1% | +4.2% | +2.3% |
| 3M | +4.6% | -7.9% | +12.5% | +5.1% |
| 6M | +14.0% | -8.3% | +22.4% | +14.6% |
| YTD | +22.3% | +3.8% | +18.6% | +20.6% |
| 1Y | +30.7% | +5.9% | +24.8% | +28.4% |
| All | +81.1% | +49.7% | +31.4% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling