+14.0%
IEMG vs CRS
+13.6%
+0.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.2% |
| 7D | -0.9% | -4.1% | +3.3% | +0.6% |
| 30D | +2.1% | -16.6% | +18.7% | +8.7% |
| 3M | +4.6% | -14.3% | +18.9% | +9.9% |
| 6M | +14.0% | +11.6% | +2.5% | +7.4% |
| All | +14.0% | +13.6% | +0.5% | +7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling