+145.6%
IEMG vs CNP
+208.5%
-62.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.3% |
| 7D | +2.8% | +1.6% | +1.1% | +2.3% |
| 30D | +4.6% | -0.8% | +5.4% | +4.8% |
| 3M | +5.5% | -3.6% | +9.1% | +6.3% |
| 6M | +19.7% | -6.9% | +26.6% | +21.7% |
| YTD | +25.5% | +6.4% | +19.1% | +22.1% |
| 1Y | +35.5% | +9.9% | +25.6% | +30.3% |
| 3Y | +88.0% | +53.1% | +34.9% | +59.9% |
| 5Y | +50.6% | +72.0% | -21.4% | +21.3% |
| 10Y | +138.4% | +131.5% | +6.8% | +55.5% |
| All | +145.6% | +208.5% | -62.9% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling