+44.6%
IEMG vs DOCS
-36.0%
+80.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.4% | +1.8% |
| 7D | +2.2% | -1.4% | +3.7% | +2.3% |
| 30D | +4.6% | +21.8% | -17.2% | +2.9% |
| 3M | +0.4% | +27.3% | -26.9% | -1.7% |
| 6M | +16.4% | -0.3% | +16.7% | +15.5% |
| YTD | +25.4% | -40.5% | +65.9% | +29.1% |
| 1Y | +38.3% | -61.5% | +99.8% | +46.9% |
| 3Y | +84.1% | +8.2% | +75.9% | +74.9% |
| 5Y | +49.0% | -73.4% | +122.4% | +48.6% |
| All | +44.6% | -36.0% | +80.6% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling