+13.9%
IEMG vs DOCS
-47.4%
+61.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.3% | -5.4% | +1.0% |
| 7D | -3.1% | +1.2% | -4.3% | -3.1% |
| 30D | -10.3% | +21.3% | -31.6% | -10.0% |
| 3M | -6.6% | +58.4% | -65.0% | -5.8% |
| 6M | -3.9% | +39.3% | -43.2% | -3.0% |
| YTD | +12.4% | -21.7% | +34.1% | +13.0% |
| 1Y | +13.9% | -47.3% | +61.2% | +15.4% |
| All | +13.9% | -47.4% | +61.3% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 1y: compounded portfolio wealth divided by compounded DOCS 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…
1y analysis · Full analysis span regression · 6 months rolling