+62.3%
IEMG vs DOCN
+189.9%
-127.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.8% |
| 7D | -2.8% | -19.2% | +16.4% | -0.3% |
| 30D | -12.0% | -43.1% | +31.1% | -6.3% |
| 3M | -9.0% | -40.7% | +31.7% | -4.1% |
| 6M | -11.8% | -55.0% | +43.1% | -4.7% |
| YTD | +8.3% | +50.6% | -42.4% | +0.5% |
| 1Y | +9.6% | +54.0% | -44.3% | +1.3% |
| 3Y | +62.3% | +203.9% | -141.6% | +34.0% |
| All | +62.3% | +189.9% | -127.6% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 3y: compounded portfolio wealth divided by compounded DOCN 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…
3y analysis · Full analysis span regression · 6 months rolling