+145.6%
IEMG vs CRL
+611.9%
-466.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.7% | +0.7% |
| 7D | +2.8% | -0.6% | +3.3% | +2.9% |
| 30D | +4.6% | +5.0% | -0.3% | +3.4% |
| 3M | +5.5% | +50.6% | -45.1% | -5.0% |
| 6M | +19.7% | +60.9% | -41.2% | +5.2% |
| YTD | +25.5% | +40.7% | -15.2% | +13.5% |
| 1Y | +35.5% | +73.3% | -37.8% | +15.5% |
| 3Y | +88.0% | +40.6% | +47.4% | +60.4% |
| 5Y | +50.6% | -37.0% | +87.6% | +59.4% |
| 10Y | +138.4% | +244.3% | -105.9% | +40.4% |
| All | +145.6% | +611.9% | -466.3% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling