+81.1%
IEMG vs CCJ
+164.6%
-83.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.5% |
| 7D | -0.9% | -3.2% | +2.3% | -0.3% |
| 30D | +2.1% | -1.3% | +3.4% | +2.2% |
| 3M | +4.6% | +2.5% | +2.1% | +3.9% |
| 6M | +14.0% | -18.9% | +32.9% | +17.2% |
| YTD | +22.3% | +6.5% | +15.9% | +20.9% |
| 1Y | +30.7% | +22.8% | +7.9% | +25.6% |
| All | +81.1% | +164.6% | -83.5% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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