+81.1%
IEMG vs CCI
-12.4%
+93.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.9% |
| 7D | -0.9% | -4.4% | +3.5% | -0.7% |
| 30D | +2.1% | +0.3% | +1.8% | +2.1% |
| 3M | +4.6% | -20.0% | +24.6% | +6.0% |
| 6M | +14.0% | -14.5% | +28.6% | +14.7% |
| YTD | +22.3% | -14.9% | +37.2% | +22.9% |
| 1Y | +30.7% | -17.7% | +48.3% | +31.7% |
| All | +81.1% | -12.4% | +93.5% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling