-50.7%
COIN vs IEMG
+13.6%
-64.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.2% |
| 7D | -6.7% | -3.1% | -3.6% | -3.1% |
| 30D | -19.5% | -10.3% | -9.2% | -9.1% |
| 3M | +0.5% | -6.6% | +7.1% | +8.7% |
| 6M | -25.4% | -3.9% | -21.5% | -24.4% |
| YTD | -33.0% | +12.4% | -45.4% | -52.1% |
| 1Y | -50.7% | +13.9% | -64.6% | -65.6% |
| All | -50.7% | +13.6% | -64.3% | -65.6% |
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