+38.3%
IEMG vs CLSK
+35.0%
+3.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | +2.2% | +8.8% | -6.6% | +1.1% |
| 30D | +4.6% | -6.0% | +10.6% | +5.1% |
| 3M | +0.4% | -24.4% | +24.7% | +2.6% |
| 6M | +16.4% | +19.0% | -2.7% | +13.1% |
| YTD | +25.4% | +25.4% | 0.0% | +21.0% |
| 1Y | +38.3% | +39.8% | -1.5% | +35.1% |
| All | +38.3% | +35.0% | +3.3% | +35.1% |
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