+16.4%
IEMG vs CSGP
-34.0%
+50.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +1.2% |
| 7D | +2.2% | -4.1% | +6.3% | +1.4% |
| 30D | +4.6% | +2.3% | +2.3% | +5.4% |
| 3M | +0.4% | -8.2% | +8.5% | +0.3% |
| 6M | +16.4% | -35.1% | +51.4% | +19.7% |
| All | +16.4% | -34.0% | +50.3% | +19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling