+9.6%
IEMG vs DOC
+20.9%
-11.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.0% |
| 7D | -2.8% | +6.5% | -9.2% | -3.2% |
| 30D | -12.0% | +9.2% | -21.2% | -12.7% |
| 3M | -9.0% | -2.5% | -6.5% | -8.6% |
| 6M | -11.8% | +7.1% | -18.9% | -13.0% |
| YTD | +8.3% | +33.0% | -24.7% | +4.0% |
| 1Y | +9.6% | +23.3% | -13.6% | +5.4% |
| All | +9.6% | +20.9% | -11.3% | +5.4% |
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 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