+145.4%
IEMG vs COO
+193.8%
-48.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.1% | +2.1% |
| 7D | +2.2% | -2.2% | +4.5% | +2.9% |
| 30D | +4.6% | -7.0% | +11.6% | +6.7% |
| 3M | +0.4% | +12.2% | -11.8% | -3.8% |
| 6M | +16.4% | -15.1% | +31.5% | +21.3% |
| YTD | +25.4% | -15.1% | +40.5% | +30.7% |
| 1Y | +38.3% | +2.3% | +35.9% | +35.3% |
| 3Y | +84.1% | -23.7% | +107.7% | +92.0% |
| 5Y | +49.0% | -38.9% | +87.9% | +64.5% |
| 10Y | +141.8% | +49.9% | +91.9% | +96.6% |
| All | +145.4% | +193.8% | -48.4% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling