+121.0%
IEMG vs DOC
+21.1%
+99.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.4% |
| 7D | -0.1% | +5.9% | -6.0% | -1.7% |
| 30D | -8.8% | +10.3% | -19.0% | -11.3% |
| 3M | -7.2% | -2.2% | -5.0% | -6.8% |
| 6M | -9.8% | +8.2% | -18.0% | -12.2% |
| YTD | +11.4% | +35.4% | -24.0% | +1.1% |
| 1Y | +13.2% | +23.6% | -10.4% | +5.3% |
| 3Y | +70.0% | +57.3% | +12.8% | +44.9% |
| 5Y | +36.6% | -19.6% | +56.2% | +40.5% |
| 10Y | +121.0% | +20.8% | +100.2% | +96.4% |
| All | +121.0% | +21.1% | +99.9% | +96.4% |
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