+3,154.0%
CLS vs IEMG
+145.8%
+3,008.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.2% | +5.3% | +5.1% |
| 7D | +10.9% | -1.3% | +12.2% | +12.7% |
| 30D | +2.1% | +1.9% | +0.2% | +0.2% |
| 3M | -10.2% | +1.4% | -11.6% | -10.6% |
| 6M | +30.4% | +15.2% | +15.2% | +14.3% |
| YTD | +17.2% | +23.8% | -6.6% | -4.7% |
| 1Y | +41.0% | +30.7% | +10.4% | +9.7% |
| 3Y | +1,338.0% | +83.3% | +1,254.7% | +719.3% |
| 5Y | +3,860.6% | +48.8% | +3,811.8% | +2,653.8% |
| All | +3,154.0% | +145.8% | +3,008.2% | +1,450.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling