+459.9%
DDOG vs IEMG
+103.4%
+356.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.3% |
| 7D | -6.1% | +2.8% | -8.9% | -8.6% |
| 30D | -10.1% | +4.6% | -14.8% | -14.3% |
| 3M | -9.3% | +5.5% | -14.8% | -15.3% |
| 6M | +67.2% | +19.7% | +47.5% | +34.1% |
| YTD | +54.6% | +25.5% | +29.1% | +17.0% |
| 1Y | +54.1% | +35.5% | +18.6% | +7.0% |
| 3Y | +115.3% | +88.0% | +27.3% | +2.7% |
| 5Y | +50.6% | +50.6% | 0.0% | -7.6% |
| All | +459.9% | +103.4% | +356.5% | +137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling