+117.6%
IEMG vs CP
+490.8%
-373.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +2.7% | +2.1% | +0.6% | +1.9% |
| 30D | -5.7% | +9.3% | -15.0% | -9.0% |
| 3M | -8.8% | +0.5% | -9.2% | -9.2% |
| 6M | -8.9% | +10.4% | -19.3% | -12.9% |
| YTD | +11.2% | +28.7% | -17.5% | -0.3% |
| 1Y | +12.2% | +33.2% | -21.0% | -0.8% |
| 3Y | +68.5% | +38.4% | +30.1% | +44.2% |
| 5Y | +34.3% | +26.2% | +8.2% | +17.1% |
| 10Y | +131.1% | +258.4% | -127.2% | +29.5% |
| All | +117.6% | +490.8% | -373.3% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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