+107.5%
IEMG vs DOC
+4.6%
+102.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.6% |
| 7D | -7.4% | +6.2% | -13.6% | -8.9% |
| 30D | -14.9% | +6.5% | -21.3% | -16.4% |
| 3M | -11.6% | -6.2% | -5.3% | -10.2% |
| 6M | -11.1% | +25.6% | -36.7% | -17.5% |
| YTD | +6.0% | +32.1% | -26.0% | -3.2% |
| 1Y | +6.5% | +20.3% | -13.8% | -0.2% |
| 3Y | +60.4% | +42.7% | +17.6% | +40.5% |
| 5Y | +30.8% | -22.2% | +52.9% | +35.5% |
| 10Y | +112.2% | +16.5% | +95.7% | +85.7% |
| All | +107.5% | +4.6% | +102.9% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling