+48.1%
IEMG vs CSGP
-64.7%
+112.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.0% |
| 7D | +2.2% | -4.1% | +6.3% | +2.8% |
| 30D | +4.6% | +2.3% | +2.3% | +4.1% |
| 3M | +0.4% | -8.2% | +8.5% | +1.2% |
| 6M | +16.4% | -35.1% | +51.4% | +24.3% |
| YTD | +25.4% | -54.0% | +79.5% | +42.3% |
| 1Y | +38.3% | -65.3% | +103.6% | +66.1% |
| 3Y | +84.1% | -62.6% | +146.6% | +113.4% |
| All | +48.1% | -64.7% | +112.9% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling