+14.0%
IEMG vs CCI
-15.5%
+29.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -2.3% |
| 7D | -0.9% | -4.4% | +3.5% | -1.7% |
| 30D | +2.1% | +0.3% | +1.8% | +2.2% |
| 3M | +4.6% | -20.0% | +24.6% | +2.6% |
| 6M | +14.0% | -14.5% | +28.6% | +11.0% |
| All | +14.0% | -15.5% | +29.5% | +11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling