+139.4%
IEMG vs CRS
+987.7%
-848.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.5% |
| 7D | -0.9% | -4.1% | +3.3% | 0.0% |
| 30D | +2.1% | -16.6% | +18.7% | +6.0% |
| 3M | +4.6% | -14.3% | +18.9% | +7.8% |
| 6M | +14.0% | +11.6% | +2.5% | +10.8% |
| YTD | +22.3% | +42.6% | -20.2% | +12.5% |
| 1Y | +30.7% | +81.8% | -51.1% | +13.2% |
| 3Y | +83.2% | +632.1% | -548.9% | +12.1% |
| 5Y | +47.0% | +1,401.6% | -1,354.7% | -27.0% |
| 10Y | +139.9% | +1,379.0% | -1,239.2% | +4.9% |
| All | +139.4% | +987.7% | -848.3% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling