+1,194.3%
COST vs IEMG
+140.6%
+1,053.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | -1.2% | -1.3% | +0.1% | -0.8% |
| 30D | -4.7% | +1.9% | -6.6% | -5.4% |
| 3M | -7.1% | +1.4% | -8.5% | -8.1% |
| 6M | -8.5% | +15.2% | -23.7% | -14.5% |
| YTD | +5.4% | +23.8% | -18.4% | -4.4% |
| 1Y | -5.6% | +30.7% | -36.3% | -16.4% |
| 3Y | +68.5% | +83.3% | -14.8% | +29.0% |
| 5Y | +105.2% | +48.8% | +56.5% | +69.4% |
| 10Y | +610.7% | +142.8% | +467.9% | +374.8% |
| All | +1,194.3% | +140.6% | +1,053.8% | +736.4% |
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