+48.3%
IEMG vs DBX
+11.7%
+36.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +1.0% |
| 7D | -1.3% | +2.1% | -3.4% | -1.6% |
| 30D | +1.9% | +5.7% | -3.8% | +0.9% |
| 3M | +1.4% | +31.8% | -30.4% | -3.6% |
| 6M | +15.2% | +37.5% | -22.3% | +7.9% |
| YTD | +23.8% | +27.9% | -4.1% | +17.6% |
| 1Y | +30.7% | +15.0% | +15.6% | +26.6% |
| 3Y | +83.3% | +27.2% | +56.1% | +67.8% |
| All | +48.3% | +11.7% | +36.6% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 5y: compounded portfolio wealth divided by compounded DBX 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…
5y analysis · Full analysis span regression · 6 months rolling