+133.0%
IEMG vs COO
+41.1%
+91.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +2.7% | +0.5% | +2.2% | +2.6% |
| 30D | -5.7% | +14.2% | -19.9% | -9.3% |
| 3M | -8.8% | -18.2% | +9.4% | -4.0% |
| 6M | -8.9% | +5.3% | -14.2% | -11.9% |
| YTD | +11.2% | -23.6% | +34.8% | +18.8% |
| 1Y | +12.2% | -12.7% | +24.9% | +14.7% |
| 3Y | +68.5% | -24.2% | +92.7% | +73.9% |
| 5Y | +34.3% | -40.0% | +74.3% | +48.2% |
| All | +133.0% | +41.1% | +91.9% | +101.7% |
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