+137.9%
IEMG vs CL
+55.9%
+82.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -0.9% | -2.4% | +1.6% | -0.3% |
| 30D | +2.1% | -4.8% | +6.9% | +3.2% |
| 3M | +4.6% | -1.7% | +6.3% | +4.6% |
| 6M | +14.0% | -3.8% | +17.9% | +14.4% |
| YTD | +22.3% | +13.3% | +9.1% | +17.4% |
| 1Y | +30.7% | +8.3% | +22.4% | +26.7% |
| 3Y | +83.2% | +28.8% | +54.4% | +65.3% |
| 5Y | +47.0% | +28.5% | +18.4% | +30.8% |
| All | +137.9% | +55.9% | +82.0% | +102.7% |
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