+4,521.4%
DELL vs IEMG
+136.1%
+4,385.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.3% | -3.5% |
| 7D | -1.9% | -0.9% | -1.0% | -1.0% |
| 30D | +14.9% | +2.1% | +12.8% | +13.0% |
| 3M | +37.2% | +4.6% | +32.6% | +32.1% |
| 6M | +254.0% | +14.0% | +239.9% | +215.7% |
| YTD | +306.1% | +22.3% | +283.8% | +239.8% |
| 1Y | +312.3% | +30.7% | +281.6% | +226.0% |
| 3Y | +654.0% | +83.2% | +570.8% | +354.5% |
| 5Y | +1,055.3% | +47.0% | +1,008.4% | +722.8% |
| 10Y | +3,948.9% | +139.9% | +3,809.1% | +1,970.9% |
| All | +4,521.4% | +136.1% | +4,385.3% | +2,291.3% |
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