+40.7%
IEMG vs CYCU
-99.9%
+140.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.9% |
| 7D | -3.1% | +1.2% | -4.3% | -3.1% |
| 30D | -10.3% | -31.5% | +21.2% | -10.0% |
| 3M | -6.6% | -62.0% | +55.4% | -6.0% |
| 6M | -3.9% | -67.4% | +63.6% | -5.2% |
| YTD | +12.4% | -88.6% | +101.0% | +12.3% |
| 1Y | +13.9% | -88.5% | +102.4% | +13.1% |
| All | +40.7% | -99.9% | +140.6% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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