+4,404.4%
DELL vs IEMG
+145.8%
+4,258.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.2% | +10.8% | +10.8% |
| 7D | +8.2% | -1.3% | +9.5% | +9.7% |
| 30D | +17.1% | +1.9% | +15.2% | +15.3% |
| 3M | +45.2% | +1.4% | +43.7% | +43.7% |
| 6M | +286.8% | +15.2% | +271.6% | +242.0% |
| YTD | +354.8% | +23.8% | +331.0% | +276.5% |
| 1Y | +358.3% | +30.7% | +327.6% | +262.5% |
| 3Y | +724.9% | +83.3% | +641.6% | +396.1% |
| 5Y | +1,193.7% | +48.8% | +1,144.9% | +811.2% |
| All | +4,404.4% | +145.8% | +4,258.6% | +2,194.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling