+4,668.4%
CLS vs IEMG
+143.9%
+4,524.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.6% | +5.6% |
| 7D | +12.8% | +2.8% | +10.0% | +9.6% |
| 30D | +3.8% | +4.6% | -0.8% | -0.5% |
| 3M | -14.6% | +5.5% | -20.1% | -18.1% |
| 6M | +32.2% | +19.7% | +12.5% | +13.8% |
| YTD | +11.6% | +25.5% | -13.9% | -7.9% |
| 1Y | +35.1% | +35.5% | -0.5% | +5.0% |
| 3Y | +1,312.5% | +88.0% | +1,224.6% | +747.6% |
| 5Y | +3,542.1% | +50.6% | +3,491.5% | +2,535.5% |
| 10Y | +2,944.0% | +138.4% | +2,805.7% | +1,488.6% |
| All | +4,668.4% | +143.9% | +4,524.5% | +2,362.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling