+13.9%
IEMG vs DGX
+45.0%
-31.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +1.3% |
| 7D | -3.1% | +4.1% | -7.2% | -2.7% |
| 30D | -10.3% | +10.5% | -20.8% | -9.3% |
| 3M | -6.6% | +9.8% | -16.4% | -5.5% |
| 6M | -3.9% | +34.6% | -38.4% | -0.8% |
| YTD | +12.4% | +49.8% | -37.4% | +16.6% |
| 1Y | +13.9% | +46.0% | -32.1% | +18.1% |
| All | +13.9% | +45.0% | -31.1% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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