+135.2%
IEMG vs DOC
+23.6%
+111.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.5% | +2.3% |
| 7D | +0.7% | +1.0% | -0.3% | +0.4% |
| 30D | -6.4% | +8.1% | -14.5% | -8.5% |
| 3M | -5.5% | +0.9% | -6.4% | -5.9% |
| 6M | -8.3% | +6.3% | -14.6% | -10.3% |
| YTD | +13.2% | +33.8% | -20.6% | +3.1% |
| 1Y | +13.0% | +21.6% | -8.7% | +5.6% |
| 3Y | +71.6% | +53.4% | +18.2% | +47.4% |
| 5Y | +37.1% | -21.0% | +58.2% | +41.7% |
| 10Y | +135.2% | +22.5% | +112.7% | +111.2% |
| All | +135.2% | +23.6% | +111.6% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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