-5.6%
COST vs IEMG
+31.6%
-37.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.4% |
| 7D | -1.2% | -1.3% | +0.1% | -1.4% |
| 30D | -4.7% | +1.9% | -6.6% | -4.4% |
| 3M | -7.1% | +1.4% | -8.5% | -6.6% |
| 6M | -8.5% | +15.2% | -23.7% | -8.1% |
| YTD | +5.4% | +23.8% | -18.4% | +6.0% |
| 1Y | -5.6% | +30.7% | -36.3% | -3.8% |
| All | -5.6% | +31.6% | -37.2% | -3.8% |
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