+68.5%
IEMG vs CSGP
-60.9%
+129.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.4% |
| 7D | +2.7% | +1.3% | +1.4% | +2.7% |
| 30D | -5.7% | +2.8% | -8.5% | -5.8% |
| 3M | -8.8% | -6.3% | -2.5% | -8.6% |
| 6M | -8.9% | -3.2% | -5.7% | -8.9% |
| YTD | +11.2% | -54.0% | +65.2% | +21.6% |
| 1Y | +12.2% | -54.8% | +67.0% | +23.0% |
| 3Y | +68.5% | -60.6% | +129.1% | +84.0% |
| All | +68.5% | -60.9% | +129.5% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling