+11.9%
COST vs IEMG
+13.6%
-1.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.8% |
| 7D | +6.6% | -3.1% | +9.7% | +6.1% |
| 30D | +13.5% | -10.3% | +23.8% | +11.6% |
| 3M | +10.6% | -6.6% | +17.2% | +9.4% |
| 6M | +3.6% | -3.9% | +7.5% | +2.7% |
| YTD | +22.1% | +12.4% | +9.7% | +20.1% |
| 1Y | +11.9% | +13.9% | -2.0% | +10.3% |
| All | +11.9% | +13.6% | -1.7% | +10.3% |
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 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