+11.4%
IEMG vs DOC
+20.8%
-9.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | -7.2% | +6.6% | -13.8% | -7.7% |
| 3M | -8.1% | -1.1% | -7.0% | -7.8% |
| 6M | -6.7% | +4.8% | -11.5% | -7.6% |
| YTD | +11.6% | +32.1% | -20.4% | +7.0% |
| 1Y | +11.4% | +21.9% | -10.4% | +7.2% |
| All | +11.4% | +20.8% | -9.4% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling