+139.4%
IEMG vs COPX
+198.2%
-58.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.0% | +5.0% | +0.8% |
| 7D | -0.9% | -2.9% | +2.0% | +0.2% |
| 30D | +2.1% | 0.0% | +2.1% | +1.8% |
| 3M | +4.6% | +14.8% | -10.2% | -1.8% |
| 6M | +14.0% | +7.0% | +7.0% | +9.3% |
| YTD | +22.3% | +23.8% | -1.5% | +9.4% |
| 1Y | +30.7% | +75.7% | -45.0% | +0.6% |
| 3Y | +83.2% | +156.4% | -73.2% | +16.6% |
| 5Y | +47.0% | +167.6% | -120.6% | -11.1% |
| 10Y | +139.9% | +569.1% | -429.3% | -9.3% |
| All | +139.4% | +198.2% | -58.9% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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