+138.4%
IEMG vs CSGP
+41.1%
+97.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.5% |
| 7D | +2.8% | -5.1% | +7.9% | +3.9% |
| 30D | +4.6% | +0.3% | +4.3% | +4.2% |
| 3M | +5.5% | -9.1% | +14.6% | +6.7% |
| 6M | +19.7% | -37.3% | +57.0% | +32.0% |
| YTD | +25.5% | -54.9% | +80.4% | +49.1% |
| 1Y | +35.5% | -65.5% | +101.1% | +72.7% |
| 3Y | +88.0% | -63.3% | +151.2% | +129.7% |
| 5Y | +50.6% | -65.8% | +116.4% | +83.2% |
| 10Y | +138.4% | +40.1% | +98.2% | +92.5% |
| All | +138.4% | +41.1% | +97.2% | +92.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling