+48.3%
IEMG vs CTVA
+102.9%
-54.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -1.3% | -4.5% | +3.2% | -0.4% |
| 30D | +1.9% | +11.3% | -9.4% | -0.4% |
| 3M | +1.4% | +12.3% | -10.9% | -1.8% |
| 6M | +15.2% | +7.2% | +8.0% | +12.5% |
| YTD | +23.8% | +26.0% | -2.2% | +16.3% |
| 1Y | +30.7% | +16.0% | +14.6% | +24.8% |
| 3Y | +83.3% | +73.9% | +9.4% | +56.6% |
| All | +48.3% | +102.9% | -54.6% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 5y: compounded portfolio wealth divided by compounded CTVA 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…
5y analysis · Full analysis span regression · 6 months rolling