+81.1%
IEMG vs CPB
-43.2%
+124.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -2.2% |
| 7D | -0.9% | -5.4% | +4.5% | -1.1% |
| 30D | +2.1% | -7.8% | +9.9% | +1.8% |
| 3M | +4.6% | -6.9% | +11.5% | +4.5% |
| 6M | +14.0% | -12.2% | +26.2% | +14.1% |
| YTD | +22.3% | -21.1% | +43.4% | +22.6% |
| 1Y | +30.7% | -33.5% | +64.2% | +31.6% |
| All | +81.1% | -43.2% | +124.3% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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