-11.8%
IEMG vs DOCS
+26.5%
-38.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.1% |
| 7D | -2.8% | -0.8% | -2.0% | -2.7% |
| 30D | -12.0% | +17.4% | -29.4% | -11.6% |
| 3M | -9.0% | +57.4% | -66.4% | -7.8% |
| 6M | -11.8% | +26.5% | -38.4% | -11.3% |
| All | -11.8% | +26.5% | -38.3% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling