+30.7%
IEMG vs CPRT
-35.8%
+66.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -2.2% |
| 7D | -0.9% | -8.4% | +7.6% | -1.3% |
| 30D | +2.1% | +4.6% | -2.5% | +2.7% |
| 3M | +4.6% | -1.9% | +6.5% | +5.2% |
| 6M | +14.0% | -15.3% | +29.4% | +14.7% |
| YTD | +22.3% | -21.5% | +43.8% | +22.8% |
| 1Y | +30.7% | -36.6% | +67.3% | +31.4% |
| All | +30.7% | -35.8% | +66.5% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling