+81.1%
IEMG vs DFNS
-99.9%
+181.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.6% | -2.0% |
| 7D | -0.9% | -3.3% | +2.5% | -0.9% |
| 30D | +2.1% | -73.1% | +75.2% | +2.1% |
| 3M | +4.6% | -71.4% | +76.0% | +4.5% |
| 6M | +14.0% | -93.8% | +107.9% | +13.9% |
| YTD | +22.3% | -98.0% | +120.4% | +22.2% |
| 1Y | +30.7% | -98.2% | +128.8% | +30.6% |
| All | +81.1% | -99.9% | +181.0% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling