+83.3%
IEMG vs CLSK
+211.4%
-128.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.8% | -5.6% | +0.7% |
| 7D | -1.3% | +7.7% | -9.0% | -1.9% |
| 30D | +1.9% | +12.2% | -10.3% | +0.9% |
| 3M | +1.4% | -15.5% | +16.9% | +1.9% |
| 6M | +15.2% | +39.3% | -24.2% | +12.0% |
| YTD | +23.8% | +35.1% | -11.3% | +20.1% |
| 1Y | +30.7% | +34.0% | -3.4% | +25.7% |
| 3Y | +83.3% | +226.3% | -143.0% | +57.5% |
| All | +83.3% | +211.4% | -128.1% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling