+30.2%
DIS vs IEMG
+85.2%
-55.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -3.5% | +1.6% | -5.1% | -4.1% |
| 30D | +1.0% | +4.6% | -3.7% | -0.7% |
| 3M | +5.7% | +4.8% | +0.8% | +3.3% |
| 6M | +3.3% | +16.8% | -13.6% | -4.5% |
| YTD | -7.7% | +24.8% | -32.6% | -17.7% |
| 1Y | -10.0% | +34.3% | -44.3% | -22.8% |
| All | +30.2% | +85.2% | -55.0% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling