+121.0%
IEMG vs CSGP
+72.5%
+48.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +2.4% |
| 7D | -0.1% | -1.8% | +1.7% | +0.2% |
| 30D | -8.8% | +5.3% | -14.1% | -10.4% |
| 3M | -7.2% | +3.3% | -10.5% | -8.9% |
| 6M | -9.8% | -4.7% | -5.1% | -10.8% |
| YTD | +11.4% | -53.5% | +64.9% | +30.1% |
| 1Y | +13.2% | -53.7% | +66.9% | +32.2% |
| 3Y | +70.0% | -59.7% | +129.8% | +100.8% |
| 5Y | +36.6% | -62.5% | +99.1% | +60.6% |
| 10Y | +121.0% | +67.3% | +53.7% | +77.9% |
| All | +121.0% | +72.5% | +48.5% | +77.9% |
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