+12.2%
IEMG vs CL
+29.8%
-17.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.1% |
| 7D | +2.7% | +3.2% | -0.5% | +3.3% |
| 30D | -5.7% | +8.0% | -13.7% | -4.3% |
| 3M | -8.8% | +7.9% | -16.6% | -7.4% |
| 6M | -8.9% | +14.7% | -23.6% | -7.3% |
| YTD | +11.2% | +29.2% | -18.0% | +16.4% |
| 1Y | +12.2% | +29.5% | -17.3% | +17.4% |
| All | +12.2% | +29.8% | -17.6% | +17.4% |
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