+139.5%
DIS vs IEMG
+143.7%
-4.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.7% |
| 7D | -2.6% | +2.2% | -4.8% | -3.9% |
| 30D | +3.5% | +4.6% | -1.1% | +0.5% |
| 3M | +6.8% | +0.4% | +6.5% | +5.3% |
| 6M | +3.0% | +16.4% | -13.4% | -8.1% |
| YTD | -6.7% | +25.4% | -32.2% | -21.0% |
| 1Y | -10.1% | +38.3% | -48.4% | -28.7% |
| 3Y | +33.0% | +84.1% | -51.0% | -13.6% |
| 5Y | -40.0% | +49.0% | -89.0% | -55.4% |
| 10Y | +21.1% | +141.8% | -120.8% | -34.6% |
| All | +139.5% | +143.7% | -4.2% | +26.6% |
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