+137.9%
IEMG vs CLF
+128.8%
+9.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.1% | -1.7% |
| 7D | -0.9% | -3.7% | +2.8% | -0.3% |
| 30D | +2.1% | -4.7% | +6.8% | +2.7% |
| 3M | +4.6% | -4.7% | +9.3% | +4.6% |
| 6M | +14.0% | +24.0% | -10.0% | +9.5% |
| YTD | +22.3% | -10.9% | +33.3% | +22.1% |
| 1Y | +30.7% | +4.0% | +26.6% | +26.0% |
| 3Y | +83.2% | -16.9% | +100.1% | +74.5% |
| 5Y | +47.0% | -49.3% | +96.3% | +45.2% |
| All | +137.9% | +128.8% | +9.1% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling