+50.0%
IEMG vs CLF
-48.8%
+98.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | +1.6% | -2.7% | +4.3% | +2.0% |
| 30D | +4.6% | -3.2% | +7.8% | +5.0% |
| 3M | +4.8% | -5.0% | +9.8% | +5.0% |
| 6M | +16.8% | +26.6% | -9.8% | +12.3% |
| YTD | +24.8% | -9.0% | +33.8% | +24.1% |
| 1Y | +34.3% | +11.8% | +22.5% | +28.6% |
| 3Y | +87.0% | -15.1% | +102.1% | +78.4% |
| All | +50.0% | -48.8% | +98.8% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling