+8.9%
CRCL vs IEMG
+46.6%
-37.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -1.2% |
| 7D | -11.2% | -1.3% | -9.9% | -9.8% |
| 30D | +27.1% | +1.9% | +25.2% | +24.8% |
| 3M | +9.6% | +1.4% | +8.2% | +7.8% |
| 6M | -19.7% | +15.2% | -34.9% | -31.8% |
| YTD | +14.2% | +23.8% | -9.6% | -13.7% |
| 1Y | -32.2% | +30.7% | -62.9% | -49.0% |
| All | +8.9% | +46.6% | -37.7% | +16.3% |
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