+140.8%
IEMG vs CTAS
+687.6%
-546.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | -1.3% | +0.5% | -1.8% | -1.5% |
| 30D | +1.9% | -0.7% | +2.6% | +2.1% |
| 3M | +1.4% | +11.1% | -9.7% | -3.1% |
| 6M | +15.2% | +2.1% | +13.0% | +13.2% |
| YTD | +23.8% | +8.0% | +15.9% | +19.0% |
| 1Y | +30.7% | -0.5% | +31.1% | +29.2% |
| 3Y | +83.3% | +66.2% | +17.1% | +43.8% |
| 5Y | +48.8% | +109.2% | -60.4% | +4.3% |
| All | +140.8% | +687.6% | -546.8% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling