+267.1%
DELL vs IEMG
+20.4%
+246.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.8% |
| 7D | +8.7% | +1.6% | +7.1% | +6.9% |
| 30D | +16.9% | +4.6% | +12.3% | +11.7% |
| 3M | +40.4% | +4.8% | +35.6% | +32.3% |
| 6M | +267.1% | +16.8% | +250.2% | +232.5% |
| All | +267.1% | +20.4% | +246.7% | +232.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling