+135.2%
IEMG vs CSGP
+65.4%
+69.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +0.7% | -7.1% | +7.8% | +2.1% |
| 30D | -6.4% | +3.6% | -10.0% | -7.8% |
| 3M | -5.5% | -2.7% | -2.8% | -6.2% |
| 6M | -8.3% | -8.0% | -0.3% | -8.6% |
| YTD | +13.2% | -55.0% | +68.2% | +33.0% |
| 1Y | +13.0% | -55.8% | +68.7% | +33.2% |
| 3Y | +71.6% | -62.0% | +133.6% | +105.4% |
| 5Y | +37.1% | -62.9% | +100.1% | +61.2% |
| 10Y | +135.2% | +62.6% | +72.6% | +92.0% |
| All | +135.2% | +65.4% | +69.8% | +92.0% |
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 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