+48.3%
IEMG vs CLBK
+43.5%
+4.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.3% | -1.5% | +0.2% | -1.1% |
| 30D | +1.9% | -1.0% | +2.9% | +2.0% |
| 3M | +1.4% | +22.9% | -21.5% | -1.6% |
| 6M | +15.2% | +44.2% | -29.0% | +9.3% |
| YTD | +23.8% | +64.0% | -40.1% | +15.3% |
| 1Y | +30.7% | +65.7% | -35.0% | +21.3% |
| 3Y | +83.3% | +54.1% | +29.2% | +69.3% |
| All | +48.3% | +43.5% | +4.8% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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