+144.3%
IEMG vs DG
+206.7%
-62.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.0% | -0.2% |
| 7D | +1.6% | -4.8% | +6.4% | +2.3% |
| 30D | +4.6% | +1.8% | +2.9% | +4.3% |
| 3M | +4.8% | +14.5% | -9.6% | +2.6% |
| 6M | +16.8% | -13.6% | +30.4% | +18.6% |
| YTD | +24.8% | -4.8% | +29.7% | +25.0% |
| 1Y | +34.3% | +21.6% | +12.7% | +29.6% |
| 3Y | +87.0% | +4.5% | +82.5% | +79.6% |
| 5Y | +49.9% | -38.5% | +88.4% | +56.1% |
| 10Y | +144.8% | +102.2% | +42.6% | +103.5% |
| All | +144.3% | +206.7% | -62.4% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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