+140.8%
IEMG vs DD
+66.6%
+74.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.3% | -3.5% | +2.2% | 0.0% |
| 30D | +1.9% | -11.7% | +13.6% | +6.6% |
| 3M | +1.4% | -9.2% | +10.6% | +4.9% |
| 6M | +15.2% | -7.2% | +22.4% | +18.0% |
| YTD | +23.8% | +6.6% | +17.2% | +20.4% |
| 1Y | +30.7% | +32.0% | -1.3% | +17.0% |
| 3Y | +83.3% | +42.1% | +41.1% | +55.8% |
| 5Y | +48.8% | +58.1% | -9.3% | +18.8% |
| All | +140.8% | +66.6% | +74.2% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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