+13.9%
IEMG vs CSGP
-53.2%
+67.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | +1.4% |
| 7D | -3.1% | +18.3% | -21.4% | -1.0% |
| 30D | -10.3% | +17.8% | -28.1% | -8.3% |
| 3M | -6.6% | +9.3% | -15.9% | -5.1% |
| 6M | -3.9% | -7.9% | +4.0% | -2.4% |
| YTD | +12.4% | -51.5% | +63.9% | +15.8% |
| 1Y | +13.9% | -53.3% | +67.2% | +18.0% |
| All | +13.9% | -53.2% | +67.1% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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