+13.9%
IEMG vs CL
+33.4%
-19.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +1.5% |
| 7D | -3.1% | +7.7% | -10.8% | -1.8% |
| 30D | -10.3% | +15.2% | -25.6% | -8.2% |
| 3M | -6.6% | +7.3% | -13.9% | -5.3% |
| 6M | -3.9% | +17.0% | -20.9% | -2.7% |
| YTD | +12.4% | +28.0% | -15.6% | +17.6% |
| 1Y | +13.9% | +32.1% | -18.2% | +19.8% |
| All | +13.9% | +33.4% | -19.5% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling