+24.9%
COP vs IEMG
+81.5%
-56.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.6% |
| 7D | +1.0% | -0.9% | +1.8% | +1.0% |
| 30D | +9.6% | +2.1% | +7.4% | +9.3% |
| 3M | +15.0% | +4.6% | +10.4% | +13.8% |
| 6M | +21.8% | +14.0% | +7.7% | +16.2% |
| YTD | +49.6% | +22.3% | +27.3% | +36.9% |
| 1Y | +49.9% | +30.7% | +19.2% | +32.4% |
| All | +24.9% | +81.5% | -56.5% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling