+319.1%
DELL vs IEMG
+38.7%
+280.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | -0.3% |
| 7D | +14.9% | +2.2% | +12.6% | +12.3% |
| 30D | +13.3% | +4.6% | +8.7% | +8.2% |
| 3M | +24.4% | +0.4% | +24.0% | +22.5% |
| 6M | +258.0% | +16.4% | +241.7% | +211.2% |
| YTD | +320.2% | +25.4% | +294.7% | +228.1% |
| 1Y | +319.1% | +38.3% | +280.8% | +199.5% |
| All | +319.1% | +38.7% | +280.3% | +199.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling