+49.9%
IEMG vs CL
+27.0%
+22.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +1.6% | -2.3% | +3.9% | +1.7% |
| 30D | +4.6% | -5.5% | +10.1% | +4.8% |
| 3M | +4.8% | +0.8% | +4.0% | +4.5% |
| 6M | +16.8% | -4.2% | +21.0% | +16.8% |
| YTD | +24.8% | +13.4% | +11.4% | +23.3% |
| 1Y | +34.3% | +7.1% | +27.2% | +33.5% |
| 3Y | +87.0% | +29.0% | +57.9% | +79.7% |
| 5Y | +49.9% | +28.3% | +21.6% | +43.3% |
| All | +49.9% | +27.0% | +22.9% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling