+285.6%
COP vs IEMG
+142.6%
+143.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.5% |
| 7D | -0.5% | +1.6% | -2.1% | -1.7% |
| 30D | +11.7% | +4.6% | +7.1% | +7.8% |
| 3M | +17.7% | +4.8% | +12.8% | +11.3% |
| 6M | +18.3% | +16.8% | +1.5% | -0.6% |
| YTD | +49.1% | +24.8% | +24.2% | +17.5% |
| 1Y | +53.3% | +34.3% | +19.0% | +13.2% |
| 3Y | +22.2% | +87.0% | -64.8% | -34.3% |
| 5Y | +193.3% | +49.9% | +143.4% | +90.6% |
| 10Y | +340.2% | +144.8% | +195.5% | +80.1% |
| All | +285.6% | +142.6% | +143.0% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling