+145.4%
IEMG vs CSGP
+297.4%
-151.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.2% |
| 7D | +2.2% | -4.1% | +6.3% | +3.2% |
| 30D | +4.6% | +2.3% | +2.3% | +3.7% |
| 3M | +0.4% | -8.2% | +8.5% | +1.3% |
| 6M | +16.4% | -35.1% | +51.4% | +27.3% |
| YTD | +25.4% | -54.0% | +79.5% | +48.5% |
| 1Y | +38.3% | -65.3% | +103.6% | +75.9% |
| 3Y | +84.1% | -62.6% | +146.6% | +124.1% |
| 5Y | +49.0% | -64.8% | +113.8% | +79.6% |
| 10Y | +141.8% | +45.1% | +96.7% | +90.2% |
| All | +145.4% | +297.4% | -151.9% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling