+30.7%
IEMG vs CLF
+6.0%
+24.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.0% |
| 7D | -1.3% | -3.5% | +2.2% | -0.8% |
| 30D | +1.9% | -1.6% | +3.5% | +2.0% |
| 3M | +1.4% | -12.0% | +13.5% | +3.0% |
| 6M | +15.2% | +30.0% | -14.8% | +11.2% |
| YTD | +23.8% | -9.2% | +33.0% | +22.2% |
| 1Y | +30.7% | +2.3% | +28.4% | +29.0% |
| All | +30.7% | +6.0% | +24.7% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling