+242.0%
COF vs IEMG
+145.8%
+96.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | -0.5% |
| 7D | -5.1% | -1.3% | -3.9% | -4.0% |
| 30D | -6.0% | +1.9% | -7.9% | -7.8% |
| 3M | +14.8% | +1.4% | +13.4% | +12.1% |
| 6M | +15.3% | +15.2% | +0.2% | -1.9% |
| YTD | -13.0% | +23.8% | -36.9% | -31.4% |
| 1Y | -5.7% | +30.7% | -36.4% | -29.7% |
| 3Y | +118.1% | +83.3% | +34.8% | +14.7% |
| 5Y | +46.2% | +48.8% | -2.5% | -4.9% |
| All | +242.0% | +145.8% | +96.2% | +58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling