+135.2%
IEMG vs CL
+83.5%
+51.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +0.7% | -0.8% | +1.5% | +0.9% |
| 30D | -6.4% | +9.5% | -15.9% | -8.3% |
| 3M | -5.5% | +6.8% | -12.3% | -7.0% |
| 6M | -8.3% | +14.3% | -22.6% | -11.7% |
| YTD | +13.2% | +26.3% | -13.1% | +6.1% |
| 1Y | +13.0% | +25.6% | -12.6% | +6.0% |
| 3Y | +71.6% | +38.5% | +33.1% | +53.3% |
| 5Y | +37.1% | +40.7% | -3.6% | +20.4% |
| 10Y | +135.2% | +83.1% | +52.2% | +86.9% |
| All | +135.2% | +83.5% | +51.7% | +86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling