+137.9%
IEMG vs CPRT
+392.8%
-254.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -0.8% |
| 7D | -0.9% | -8.4% | +7.6% | +1.8% |
| 30D | +2.1% | +4.6% | -2.5% | +0.5% |
| 3M | +4.6% | -1.9% | +6.5% | +4.3% |
| 6M | +14.0% | -15.3% | +29.4% | +18.9% |
| YTD | +22.3% | -21.5% | +43.8% | +30.2% |
| 1Y | +30.7% | -36.6% | +67.3% | +49.2% |
| 3Y | +83.2% | -31.2% | +114.4% | +98.8% |
| 5Y | +47.0% | -14.1% | +61.1% | +43.3% |
| All | +137.9% | +392.8% | -254.9% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 10y: compounded portfolio wealth divided by compounded CPRT 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…
10y analysis · Full analysis span regression · 6 months rolling