+35.5%
IEMG vs CSGP
-66.0%
+101.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | -0.1% |
| 7D | +2.8% | -5.1% | +7.9% | +2.3% |
| 30D | +4.6% | +0.3% | +4.3% | +4.8% |
| 3M | +5.5% | -9.1% | +14.6% | +5.7% |
| 6M | +19.7% | -37.3% | +57.0% | +20.3% |
| YTD | +25.5% | -54.9% | +80.4% | +27.6% |
| 1Y | +35.5% | -65.5% | +101.1% | +39.4% |
| All | +35.5% | -66.0% | +101.5% | +39.4% |
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