-28.0%
DHR vs IEMG
+48.5%
-76.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.8% |
| 7D | -3.6% | -1.3% | -2.3% | -3.0% |
| 30D | -2.7% | +1.9% | -4.7% | -3.7% |
| 3M | +10.9% | +1.4% | +9.5% | +9.2% |
| 6M | +3.0% | +15.2% | -12.1% | -7.3% |
| YTD | -12.2% | +23.8% | -36.0% | -25.0% |
| 1Y | +3.3% | +30.7% | -27.3% | -15.1% |
| 3Y | -8.2% | +83.3% | -91.5% | -40.5% |
| All | -28.0% | +48.5% | -76.6% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling