+137.9%
IEMG vs COO
+17.5%
+120.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -14.7% | +12.7% | +2.2% |
| 7D | -0.9% | -23.3% | +22.5% | +6.6% |
| 30D | +2.1% | -29.5% | +31.6% | +12.5% |
| 3M | +4.6% | -20.0% | +24.6% | +10.5% |
| 6M | +14.0% | -27.2% | +41.2% | +23.8% |
| YTD | +22.3% | -33.9% | +56.2% | +36.7% |
| 1Y | +30.7% | -19.9% | +50.6% | +36.7% |
| 3Y | +83.2% | -38.1% | +121.3% | +101.8% |
| 5Y | +47.0% | -52.0% | +99.0% | +74.4% |
| All | +137.9% | +17.5% | +120.3% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling