+47.0%
IEMG vs CRL
-38.6%
+85.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.7% |
| 7D | -0.9% | -6.9% | +6.1% | +0.2% |
| 30D | +2.1% | -3.2% | +5.3% | +2.6% |
| 3M | +4.6% | +46.5% | -41.9% | -1.9% |
| 6M | +14.0% | +63.1% | -49.1% | +4.7% |
| YTD | +22.3% | +36.9% | -14.5% | +15.1% |
| 1Y | +30.7% | +78.1% | -47.4% | +17.4% |
| 3Y | +83.2% | +36.7% | +46.5% | +66.6% |
| 5Y | +47.0% | -38.1% | +85.1% | +44.2% |
| All | +47.0% | -38.6% | +85.6% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 5y: compounded portfolio wealth divided by compounded CRL 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…
5y analysis · Full analysis span regression · 6 months rolling