+48.3%
IEMG vs CCI
-49.3%
+97.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.9% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | +1.9% | +2.2% | -0.3% | +1.6% |
| 3M | +1.4% | -16.9% | +18.3% | +3.8% |
| 6M | +15.2% | -11.5% | +26.7% | +16.4% |
| YTD | +23.8% | -12.8% | +36.7% | +25.2% |
| 1Y | +30.7% | -17.1% | +47.7% | +33.1% |
| 3Y | +83.3% | -9.6% | +92.9% | +80.4% |
| All | +48.3% | -49.3% | +97.6% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling