-29.6%
CLS vs IEMG
+13.6%
-43.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.9% | -10.0% | -10.7% |
| 7D | -21.1% | -3.1% | -18.1% | -16.5% |
| 30D | -38.2% | -10.3% | -27.9% | -24.3% |
| 3M | -36.3% | -6.6% | -29.7% | -26.8% |
| 6M | -43.8% | -3.9% | -39.9% | -38.5% |
| YTD | -20.0% | +12.4% | -32.4% | -45.9% |
| 1Y | -29.6% | +13.9% | -43.5% | -54.2% |
| All | -29.6% | +13.6% | -43.2% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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