+62.5%
DRAM vs IEMG
+10.7%
+51.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -7.8% |
| 7D | -16.6% | -3.1% | -13.6% | -9.1% |
| 30D | -26.9% | -10.3% | -16.5% | -0.7% |
| 3M | -17.8% | -6.6% | -11.2% | +0.5% |
| 6M | +6.2% | -3.9% | +10.1% | +35.3% |
| All | +62.5% | +10.7% | +51.8% | +68.3% |
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