+81.1%
IEMG vs CLBK
+65.6%
+15.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -0.9% | -1.4% | +0.5% | -0.5% |
| 30D | +2.1% | +4.5% | -2.4% | +1.0% |
| 3M | +4.6% | +22.8% | -18.2% | -0.7% |
| 6M | +14.0% | +43.4% | -29.4% | +4.1% |
| YTD | +22.3% | +64.1% | -41.8% | +7.8% |
| 1Y | +30.7% | +67.6% | -36.9% | +14.1% |
| 3Y | +83.2% | +53.3% | +29.9% | +59.1% |
| 5Y | +47.0% | +44.8% | +2.2% | +22.2% |
| All | +81.1% | +65.6% | +15.5% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling