+140.8%
IEMG vs CCI
+23.6%
+117.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.7% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | +1.9% | +2.2% | -0.3% | +1.3% |
| 3M | +1.4% | -16.9% | +18.3% | +5.5% |
| 6M | +15.2% | -11.5% | +26.7% | +17.4% |
| YTD | +23.8% | -12.8% | +36.7% | +26.2% |
| 1Y | +30.7% | -17.1% | +47.7% | +34.8% |
| 3Y | +83.3% | -9.6% | +92.9% | +80.1% |
| 5Y | +48.8% | -48.9% | +97.7% | +72.5% |
| All | +140.8% | +23.6% | +117.2% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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