+63.6%
DDOG vs IEMG
+48.5%
+15.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -1.5% |
| 7D | +3.9% | -1.3% | +5.2% | +5.3% |
| 30D | -8.2% | +1.9% | -10.1% | -10.3% |
| 3M | -5.6% | +1.4% | -7.0% | -8.7% |
| 6M | +73.5% | +15.2% | +58.3% | +40.1% |
| YTD | +62.7% | +23.8% | +38.8% | +18.0% |
| 1Y | +59.0% | +30.7% | +28.3% | +6.9% |
| 3Y | +117.1% | +83.3% | +33.8% | -14.0% |
| All | +63.6% | +48.5% | +15.0% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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