+133.0%
IEMG vs CLF
+74.2%
+58.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.1% |
| 7D | +2.7% | +10.4% | -7.7% | +1.2% |
| 30D | -5.7% | +0.6% | -6.3% | -6.2% |
| 3M | -8.8% | +4.1% | -12.9% | -10.0% |
| 6M | -8.9% | +15.1% | -24.0% | -12.0% |
| YTD | +11.2% | -4.7% | +15.9% | +9.2% |
| 1Y | +12.2% | +20.4% | -8.2% | +6.4% |
| 3Y | +68.5% | -23.4% | +91.9% | +61.9% |
| 5Y | +34.3% | -43.3% | +77.6% | +30.2% |
| All | +133.0% | +74.2% | +58.8% | +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