+8.3%
DIS vs IEMG
+13.6%
-5.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.1% |
| 7D | +9.1% | -3.1% | +12.2% | +9.4% |
| 30D | +14.8% | -10.3% | +25.1% | +16.3% |
| 3M | +21.2% | -6.6% | +27.8% | +21.8% |
| 6M | +18.3% | -3.9% | +22.2% | +16.9% |
| YTD | +5.4% | +12.4% | -7.0% | -2.0% |
| 1Y | +8.3% | +13.9% | -5.6% | -0.4% |
| All | +8.3% | +13.6% | -5.3% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling