+145.6%
IEMG vs DD
+246.2%
-100.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +2.8% | -0.6% | +3.4% | +3.0% |
| 30D | +4.6% | -7.4% | +12.1% | +7.6% |
| 3M | +5.5% | -6.4% | +11.9% | +8.0% |
| 6M | +19.7% | -2.5% | +22.2% | +20.5% |
| YTD | +25.5% | +10.2% | +15.3% | +20.5% |
| 1Y | +35.5% | +36.9% | -1.4% | +19.5% |
| 3Y | +88.0% | +47.0% | +40.9% | +57.4% |
| 5Y | +50.6% | +63.1% | -12.6% | +18.6% |
| 10Y | +138.4% | +68.2% | +70.2% | +68.0% |
| All | +145.6% | +246.2% | -100.6% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling