+30.7%
IEMG vs DFNS
-98.2%
+128.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.8% | +1.2% |
| 7D | -1.3% | -6.3% | +5.1% | -1.3% |
| 30D | +1.9% | -74.0% | +75.9% | +2.6% |
| 3M | +1.4% | -70.1% | +71.6% | +3.1% |
| 6M | +15.2% | -93.9% | +109.1% | +22.5% |
| YTD | +23.8% | -98.1% | +121.9% | +36.0% |
| 1Y | +30.7% | -98.3% | +129.0% | +43.6% |
| All | +30.7% | -98.2% | +128.9% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling