+118.4%
IEMG vs DAL
+904.3%
-785.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.2% | +3.9% | -0.2% |
| 7D | +5.3% | +1.4% | +3.9% | +4.9% |
| 30D | -7.2% | +9.1% | -16.3% | -9.1% |
| 3M | -8.1% | -3.5% | -4.6% | -7.6% |
| 6M | -6.7% | +23.4% | -30.1% | -11.4% |
| YTD | +11.6% | +26.0% | -14.4% | +5.1% |
| 1Y | +11.4% | +44.6% | -33.2% | +1.6% |
| 3Y | +69.3% | +162.7% | -93.4% | +30.2% |
| 5Y | +34.9% | +113.0% | -78.1% | +5.9% |
| 10Y | +132.1% | +109.8% | +22.2% | +71.0% |
| All | +118.4% | +904.3% | -785.8% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling