+34.3%
IEMG vs DAL
+29.2%
+5.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.8% |
| 3M | +4.8% | -2.7% | +7.6% | +5.2% |
| 6M | +16.8% | +30.7% | -13.8% | +9.9% |
| YTD | +24.8% | +14.4% | +10.5% | +19.2% |
| 1Y | +34.3% | +31.2% | +3.1% | +25.8% |
| All | +34.3% | +29.2% | +5.1% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling