+145.6%
IEMG vs CLF
-68.0%
+213.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.3% |
| 7D | +2.8% | +6.5% | -3.7% | +2.0% |
| 30D | +4.6% | +0.2% | +4.4% | +4.5% |
| 3M | +5.5% | -3.1% | +8.6% | +5.3% |
| 6M | +19.7% | +25.0% | -5.3% | +15.8% |
| YTD | +25.5% | -7.5% | +33.0% | +24.8% |
| 1Y | +35.5% | +11.5% | +24.0% | +30.8% |
| 3Y | +88.0% | -13.7% | +101.7% | +80.4% |
| 5Y | +50.6% | -47.0% | +97.6% | +48.5% |
| 10Y | +138.4% | +116.3% | +22.0% | +87.4% |
| All | +145.6% | -68.0% | +213.6% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling