+13.9%
IEMG vs CLX
-6.5%
+20.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +0.6% |
| 7D | -3.1% | +14.2% | -17.3% | -3.8% |
| 30D | -10.3% | +22.7% | -33.0% | -11.5% |
| 3M | -6.6% | -2.8% | -3.8% | -6.4% |
| 6M | -3.9% | +17.7% | -21.6% | -6.3% |
| YTD | +12.4% | +3.3% | +9.0% | +17.9% |
| 1Y | +13.9% | -5.6% | +19.5% | +19.6% |
| All | +13.9% | -6.5% | +20.4% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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