+145.6%
IEMG vs CTAS
+2,195.2%
-2,049.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +4.6% | -1.0% | +5.6% | +4.9% |
| 3M | +5.5% | +15.8% | -10.3% | -1.1% |
| 6M | +19.7% | -1.0% | +20.7% | +18.9% |
| YTD | +25.5% | +7.4% | +18.1% | +20.5% |
| 1Y | +35.5% | -0.1% | +35.6% | +33.7% |
| 3Y | +88.0% | +66.3% | +21.7% | +45.9% |
| 5Y | +50.6% | +111.0% | -60.4% | +3.6% |
| 10Y | +138.4% | +662.9% | -524.5% | -13.4% |
| All | +145.6% | +2,195.2% | -2,049.6% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling