+38.3%
IEMG vs CTAS
-1.7%
+40.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.6% |
| 7D | +2.2% | -1.8% | +4.1% | +2.0% |
| 30D | +4.6% | -0.2% | +4.8% | +4.6% |
| 3M | +0.4% | +11.7% | -11.3% | +0.6% |
| 6M | +16.4% | +0.7% | +15.6% | +17.1% |
| YTD | +25.4% | +7.4% | +18.0% | +26.4% |
| 1Y | +38.3% | -2.1% | +40.4% | +39.7% |
| All | +38.3% | -1.7% | +40.0% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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