+133.0%
IEMG vs CPRT
+368.4%
-235.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +2.7% | -0.4% | +3.1% | +2.8% |
| 30D | -5.7% | +21.2% | -26.9% | -11.0% |
| 3M | -8.8% | +8.3% | -17.1% | -11.6% |
| 6M | -8.9% | -3.4% | -5.5% | -9.3% |
| YTD | +11.2% | -18.7% | +29.9% | +16.6% |
| 1Y | +12.2% | -23.5% | +35.7% | +20.0% |
| 3Y | +68.5% | -34.2% | +102.7% | +85.6% |
| 5Y | +34.3% | -18.2% | +52.5% | +33.3% |
| All | +133.0% | +368.4% | -235.4% | +40.2% |
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