-5.1%
COF vs IEMG
+13.6%
-18.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.5% |
| 7D | +0.7% | -3.1% | +3.8% | +1.8% |
| 30D | +5.7% | -10.3% | +16.1% | +9.9% |
| 3M | -6.7% | -6.6% | -0.1% | -4.5% |
| 6M | +9.5% | -3.9% | +13.3% | +8.9% |
| YTD | -13.9% | +12.4% | -26.3% | -24.2% |
| 1Y | -5.1% | +13.9% | -19.0% | -17.5% |
| All | -5.1% | +13.6% | -18.7% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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