+193.6%
COP vs IEMG
+45.7%
+147.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.0% |
| 7D | +1.0% | -0.9% | +1.8% | +1.2% |
| 30D | +9.6% | +2.1% | +7.4% | +8.7% |
| 3M | +15.0% | +4.6% | +10.4% | +12.3% |
| 6M | +21.8% | +14.0% | +7.7% | +12.5% |
| YTD | +49.6% | +22.3% | +27.3% | +32.2% |
| 1Y | +49.9% | +30.7% | +19.2% | +27.4% |
| 3Y | +22.6% | +83.2% | -60.6% | -15.9% |
| 5Y | +193.6% | +47.0% | +146.6% | +127.3% |
| All | +193.6% | +45.7% | +147.9% | +127.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling