+145.4%
IEMG vs CL
+128.2%
+17.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.1% | +2.1% |
| 7D | +2.2% | -2.2% | +4.4% | +2.9% |
| 30D | +4.6% | -4.8% | +9.4% | +6.1% |
| 3M | +0.4% | +4.9% | -4.5% | -1.9% |
| 6M | +16.4% | -5.7% | +22.1% | +17.7% |
| YTD | +25.4% | +14.4% | +11.1% | +18.6% |
| 1Y | +38.3% | +8.7% | +29.5% | +32.7% |
| 3Y | +84.1% | +30.0% | +54.1% | +61.4% |
| 5Y | +49.0% | +28.4% | +20.6% | +29.1% |
| 10Y | +141.8% | +50.1% | +91.7% | +88.5% |
| All | +145.4% | +128.2% | +17.2% | +50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling