+144.3%
IEMG vs CCI
+89.7%
+54.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | +4.6% | +2.1% | +2.5% | +4.0% |
| 3M | +4.8% | -17.8% | +22.7% | +9.9% |
| 6M | +16.8% | -14.2% | +31.0% | +20.4% |
| YTD | +24.8% | -13.3% | +38.2% | +27.8% |
| 1Y | +34.3% | -16.6% | +50.9% | +38.8% |
| 3Y | +87.0% | -10.8% | +97.8% | +84.2% |
| 5Y | +49.9% | -50.3% | +100.3% | +77.7% |
| 10Y | +144.8% | +22.5% | +122.3% | +97.8% |
| All | +144.3% | +89.7% | +54.6% | +67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling