+170.6%
DIS vs IEMG
+116.0%
+54.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | +1.9% | +2.7% | -0.8% | +0.3% |
| 30D | +9.2% | -5.7% | +14.9% | +12.7% |
| 3M | +13.5% | -8.8% | +22.3% | +19.0% |
| 6M | +14.3% | -8.9% | +23.2% | +18.4% |
| YTD | +5.4% | +11.2% | -5.8% | -4.7% |
| 1Y | +12.2% | +12.2% | -0.1% | +0.8% |
| 3Y | +37.2% | +68.5% | -31.3% | -6.8% |
| 5Y | -23.1% | +34.3% | -57.5% | -39.6% |
| 10Y | +32.2% | +131.1% | -98.9% | -26.5% |
| All | +170.6% | +116.0% | +54.5% | +52.8% |
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