+88.0%
IEMG vs CL
+28.9%
+59.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | 0.0% |
| 7D | +2.8% | -1.4% | +4.1% | +2.7% |
| 30D | +4.6% | -5.2% | +9.8% | +4.5% |
| 3M | +5.5% | +3.3% | +2.2% | +5.2% |
| 6M | +19.7% | -4.4% | +24.1% | +19.4% |
| YTD | +25.5% | +13.9% | +11.6% | +25.2% |
| 1Y | +35.5% | +7.6% | +27.9% | +35.7% |
| 3Y | +88.0% | +29.6% | +58.4% | +87.4% |
| All | +88.0% | +28.9% | +59.0% | +87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling