+30.7%
IEMG vs COO
-20.6%
+51.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -14.7% | +12.7% | -1.4% |
| 7D | -0.9% | -23.3% | +22.5% | -0.2% |
| 30D | +2.1% | -29.5% | +31.6% | +2.9% |
| 3M | +4.6% | -20.0% | +24.6% | +4.8% |
| 6M | +14.0% | -27.2% | +41.2% | +17.9% |
| YTD | +22.3% | -33.9% | +56.2% | +28.0% |
| 1Y | +30.7% | -19.9% | +50.6% | +34.6% |
| All | +30.7% | -20.6% | +51.2% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling