+144.3%
IEMG vs CLX
+84.1%
+60.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.3% |
| 7D | +1.6% | -4.9% | +6.5% | +2.3% |
| 30D | +4.6% | -15.8% | +20.5% | +6.9% |
| 3M | +4.8% | -7.9% | +12.8% | +5.7% |
| 6M | +16.8% | -19.0% | +35.9% | +19.7% |
| YTD | +24.8% | -7.9% | +32.8% | +25.7% |
| 1Y | +34.3% | -25.4% | +59.7% | +39.0% |
| 3Y | +87.0% | -35.0% | +122.0% | +95.9% |
| 5Y | +49.9% | -36.8% | +86.7% | +55.9% |
| 10Y | +144.8% | -1.4% | +146.2% | +110.3% |
| All | +144.3% | +84.1% | +60.2% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling