+32.3%
IEMG vs DOC
-21.4%
+53.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | -2.8% | +6.5% | -9.2% | -4.2% |
| 30D | -12.0% | +9.2% | -21.2% | -13.9% |
| 3M | -9.0% | -2.5% | -6.5% | -8.6% |
| 6M | -11.8% | +7.1% | -18.9% | -13.8% |
| YTD | +8.3% | +33.0% | -24.7% | -0.5% |
| 1Y | +9.6% | +23.3% | -13.6% | +2.8% |
| 3Y | +62.3% | +44.9% | +17.3% | +42.3% |
| All | +32.3% | -21.4% | +53.8% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling