+13.9%
IEMG vs CLSK
-58.7%
+72.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -16.6% | +17.5% | +3.2% |
| 7D | -3.1% | -20.7% | +17.7% | -0.3% |
| 30D | -10.3% | -45.5% | +35.2% | -2.7% |
| 3M | -6.6% | -52.0% | +45.4% | +2.6% |
| 6M | -3.9% | -47.0% | +43.1% | +3.5% |
| YTD | +12.4% | -32.8% | +45.2% | +16.9% |
| 1Y | +13.9% | -58.1% | +72.0% | +20.2% |
| All | +13.9% | -58.7% | +72.6% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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