+38.3%
IEMG vs DHI
-16.9%
+55.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | +2.2% | -3.1% | +5.4% | +2.8% |
| 30D | +4.6% | -5.5% | +10.1% | +5.5% |
| 3M | +0.4% | -2.2% | +2.6% | +0.5% |
| 6M | +16.4% | -6.0% | +22.3% | +15.5% |
| YTD | +25.4% | 0.0% | +25.4% | +24.1% |
| 1Y | +38.3% | -18.2% | +56.5% | +39.4% |
| All | +38.3% | -16.9% | +55.2% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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