+36.7%
IEMG vs DOCS
-56.1%
+92.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +2.1% |
| 7D | +0.7% | -4.2% | +4.9% | +1.0% |
| 30D | -6.4% | +8.6% | -15.0% | -7.0% |
| 3M | -5.5% | +27.2% | -32.8% | -7.3% |
| 6M | -8.3% | +26.5% | -34.8% | -10.6% |
| YTD | +13.2% | -25.0% | +38.2% | +14.9% |
| 1Y | +13.0% | -37.0% | +50.0% | +16.4% |
| 3Y | +71.6% | +39.4% | +32.2% | +58.1% |
| All | +36.7% | -56.1% | +92.8% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling