+142.3%
IEMG vs DGX
+429.8%
-287.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.8% |
| 7D | -1.3% | -0.9% | -0.4% | -1.1% |
| 30D | +1.9% | -1.2% | +3.1% | +2.2% |
| 3M | +1.4% | +15.8% | -14.4% | -2.7% |
| 6M | +15.2% | +18.2% | -3.0% | +9.6% |
| YTD | +23.8% | +37.2% | -13.4% | +12.7% |
| 1Y | +30.7% | +30.4% | +0.3% | +20.3% |
| 3Y | +83.3% | +96.7% | -13.4% | +46.9% |
| 5Y | +48.8% | +67.2% | -18.4% | +23.5% |
| 10Y | +142.8% | +253.9% | -111.2% | +46.3% |
| All | +142.3% | +429.8% | -287.5% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling