+144.3%
IEMG vs COR
+1,047.6%
-903.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +1.6% | -3.9% | +5.5% | +2.4% |
| 30D | +4.6% | -0.3% | +5.0% | +4.6% |
| 3M | +4.8% | +15.9% | -11.0% | +1.5% |
| 6M | +16.8% | -10.3% | +27.1% | +18.6% |
| YTD | +24.8% | -3.7% | +28.5% | +24.5% |
| 1Y | +34.3% | +9.1% | +25.2% | +29.9% |
| 3Y | +87.0% | +86.6% | +0.4% | +56.5% |
| 5Y | +49.9% | +180.9% | -131.0% | +11.4% |
| 10Y | +144.8% | +407.4% | -262.7% | +50.5% |
| All | +144.3% | +1,047.6% | -903.4% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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