+24.8%
IEMG vs DOCS
-21.0%
+45.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.2% |
| 7D | -2.8% | -0.8% | -2.0% | -2.7% |
| 30D | -12.0% | +17.4% | -29.4% | -12.9% |
| 3M | -9.0% | +57.4% | -66.4% | -12.1% |
| 6M | -11.8% | +26.5% | -38.4% | -13.9% |
| YTD | +8.3% | -26.6% | +34.9% | +9.8% |
| 1Y | +9.6% | -48.1% | +57.7% | +14.0% |
| 3Y | +62.3% | +52.6% | +9.6% | +50.2% |
| 5Y | +33.5% | -52.1% | +85.6% | +29.8% |
| All | +24.8% | -21.0% | +45.9% | +20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling