+15.2%
IEMG vs CLSK
+41.0%
-25.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.8% | -5.6% | -0.3% |
| 7D | -1.3% | +7.7% | -9.0% | -3.0% |
| 30D | +1.9% | +12.2% | -10.3% | -1.3% |
| 3M | +1.4% | -15.5% | +16.9% | +4.4% |
| 6M | +15.2% | +39.3% | -24.2% | -2.3% |
| All | +15.2% | +41.0% | -25.8% | -2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling