+338.5%
COP vs IEMG
+145.8%
+192.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.6% |
| 7D | +2.3% | -1.3% | +3.6% | +3.2% |
| 30D | +8.6% | +1.9% | +6.7% | +6.9% |
| 3M | +19.9% | +1.4% | +18.4% | +16.8% |
| 6M | +19.0% | +15.2% | +3.9% | +1.5% |
| YTD | +50.0% | +23.8% | +26.1% | +19.2% |
| 1Y | +50.5% | +30.7% | +19.9% | +13.9% |
| 3Y | +25.2% | +83.3% | -58.1% | -31.7% |
| 5Y | +194.3% | +48.8% | +145.5% | +93.4% |
| All | +338.5% | +145.8% | +192.7% | +85.5% |
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 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