+145.6%
IEMG vs DAR
+300.7%
-155.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.9% | -0.6% |
| 7D | +2.8% | -0.9% | +3.7% | +3.0% |
| 30D | +4.6% | +13.0% | -8.3% | +1.6% |
| 3M | +5.5% | +15.0% | -9.5% | +1.7% |
| 6M | +19.7% | +26.8% | -7.1% | +12.4% |
| YTD | +25.5% | +86.4% | -60.9% | +7.7% |
| 1Y | +35.5% | +115.1% | -79.6% | +11.8% |
| 3Y | +88.0% | +14.6% | +73.3% | +74.1% |
| 5Y | +50.6% | -8.8% | +59.4% | +42.9% |
| 10Y | +138.4% | +356.5% | -218.2% | +35.1% |
| All | +145.6% | +300.7% | -155.1% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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