+431.9%
DIA vs IEMG
+142.6%
+289.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -1.2% | +1.6% | -2.8% | -2.2% |
| 30D | -2.7% | +4.6% | -7.3% | -5.3% |
| 3M | +3.3% | +4.8% | -1.6% | -0.3% |
| 6M | +10.4% | +16.8% | -6.4% | -0.9% |
| YTD | +10.0% | +24.8% | -14.9% | -5.4% |
| 1Y | +16.2% | +34.3% | -18.1% | -4.6% |
| 3Y | +58.7% | +87.0% | -28.2% | +5.1% |
| 5Y | +63.6% | +49.9% | +13.6% | +23.2% |
| 10Y | +251.0% | +144.8% | +106.3% | +91.8% |
| All | +431.9% | +142.6% | +289.3% | +180.7% |
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