+144.8%
IEMG vs DAL
+126.9%
+17.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | +1.6% | +0.8% | +0.8% | +1.4% |
| 30D | +4.6% | -11.7% | +16.4% | +7.6% |
| 3M | +4.8% | -2.7% | +7.6% | +5.3% |
| 6M | +16.8% | +30.7% | -13.8% | +9.5% |
| YTD | +24.8% | +14.4% | +10.5% | +20.1% |
| 1Y | +34.3% | +31.2% | +3.1% | +24.8% |
| 3Y | +87.0% | +99.4% | -12.5% | +51.6% |
| 5Y | +49.9% | +98.6% | -48.6% | +18.1% |
| 10Y | +144.8% | +135.0% | +9.8% | +69.2% |
| All | +144.8% | +126.9% | +17.8% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 10y: compounded portfolio wealth divided by compounded DAL 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…
10y analysis · Full analysis span regression · 6 months rolling