+63.8%
IEMG vs DOCU
+104.6%
-40.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -0.1% | -4.8% | +4.6% | +0.4% |
| 30D | -8.8% | +9.4% | -18.1% | -9.8% |
| 3M | -7.2% | +29.0% | -36.2% | -10.2% |
| 6M | -9.8% | +62.3% | -72.1% | -15.5% |
| YTD | +11.4% | +13.7% | -2.3% | +8.4% |
| 1Y | +13.2% | +11.5% | +1.6% | +10.3% |
| 3Y | +70.0% | +94.2% | -24.1% | +49.7% |
| 5Y | +36.6% | -71.7% | +108.3% | +44.3% |
| All | +63.8% | +104.6% | -40.8% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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