+56.1%
IEMG vs DOCN
+171.0%
-114.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.2% | +1.3% |
| 7D | +2.2% | +1.1% | +1.1% | +2.1% |
| 30D | +4.6% | -9.6% | +14.2% | +5.6% |
| 3M | +0.4% | -37.7% | +38.1% | +5.1% |
| 6M | +16.4% | +115.2% | -98.9% | +4.5% |
| YTD | +25.4% | +133.7% | -108.3% | +11.1% |
| 1Y | +38.3% | +250.2% | -211.9% | +16.3% |
| 3Y | +84.1% | +320.3% | -236.2% | +46.7% |
| 5Y | +49.0% | +53.1% | -4.1% | +23.9% |
| All | +56.1% | +171.0% | -114.9% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling