+143.3%
DELL vs IEMG
+13.6%
+129.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.9% | -9.7% | -9.9% |
| 7D | -24.6% | -3.1% | -21.5% | -21.5% |
| 30D | -32.5% | -10.3% | -22.1% | -23.0% |
| 3M | -20.2% | -6.6% | -13.6% | -12.5% |
| 6M | +76.5% | -3.9% | +80.3% | +88.0% |
| YTD | +198.9% | +12.4% | +186.5% | +162.5% |
| 1Y | +143.3% | +13.9% | +129.4% | +110.9% |
| All | +143.3% | +13.6% | +129.7% | +110.9% |
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 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