+3,616.8%
CLS vs IEMG
+45.7%
+3,571.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | +0.4% |
| 7D | +5.0% | -0.9% | +5.8% | +6.3% |
| 30D | +4.8% | +2.1% | +2.7% | +2.0% |
| 3M | -10.4% | +4.6% | -15.0% | -15.2% |
| 6M | +20.8% | +14.0% | +6.8% | +2.4% |
| YTD | +10.0% | +22.3% | -12.3% | -15.3% |
| 1Y | +28.5% | +30.7% | -2.2% | -8.3% |
| 3Y | +1,292.2% | +83.2% | +1,209.0% | +571.6% |
| 5Y | +3,616.8% | +47.0% | +3,569.8% | +2,264.1% |
| All | +3,616.8% | +45.7% | +3,571.1% | +2,264.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling