+34.7%
IEMG vs DOC
-21.4%
+56.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +2.7% | -0.9% | +3.6% | +2.9% |
| 30D | -5.7% | +7.7% | -13.4% | -7.4% |
| 3M | -8.8% | -2.0% | -6.8% | -8.4% |
| 6M | -8.9% | +5.9% | -14.8% | -10.6% |
| YTD | +11.2% | +31.8% | -20.6% | +2.4% |
| 1Y | +12.2% | +22.5% | -10.3% | +5.3% |
| 3Y | +68.5% | +54.7% | +13.8% | +44.7% |
| All | +34.7% | -21.4% | +56.1% | +42.0% |
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