+83.3%
IEMG vs CPNG
-19.3%
+102.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.7% |
| 7D | -1.3% | -1.1% | -0.2% | -1.1% |
| 30D | +1.9% | -7.4% | +9.3% | +3.1% |
| 3M | +1.4% | -12.3% | +13.8% | +3.2% |
| 6M | +15.2% | -19.4% | +34.6% | +17.9% |
| YTD | +23.8% | -35.9% | +59.7% | +31.3% |
| 1Y | +30.7% | -53.4% | +84.1% | +46.5% |
| 3Y | +83.3% | -20.0% | +103.3% | +85.5% |
| All | +83.3% | -19.3% | +102.6% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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