-7.3%
DIS vs IEMG
+30.7%
-38.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.9% |
| 7D | -1.3% | -0.9% | -0.4% | -1.1% |
| 30D | +2.2% | +2.1% | +0.1% | +1.8% |
| 3M | +8.1% | +4.6% | +3.5% | +6.5% |
| 6M | +5.2% | +14.0% | -8.8% | +0.6% |
| YTD | -6.3% | +22.3% | -28.6% | -12.1% |
| 1Y | -7.3% | +30.7% | -38.0% | -14.5% |
| All | -7.3% | +30.7% | -38.0% | -14.5% |
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 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