+140.8%
IEMG vs CRS
+1,392.1%
-1,251.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | -1.3% | -6.8% | +5.5% | +0.1% |
| 30D | +1.9% | -16.1% | +18.0% | +5.5% |
| 3M | +1.4% | -21.2% | +22.6% | +6.2% |
| 6M | +15.2% | +8.7% | +6.5% | +12.7% |
| YTD | +23.8% | +41.0% | -17.2% | +14.7% |
| 1Y | +30.7% | +82.7% | -52.0% | +14.0% |
| 3Y | +83.3% | +604.8% | -521.5% | +15.9% |
| 5Y | +48.8% | +1,384.7% | -1,335.9% | -23.4% |
| All | +140.8% | +1,392.1% | -1,251.3% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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