+142.3%
IEMG vs DHI
+657.1%
-514.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.8% |
| 7D | -1.3% | -3.4% | +2.1% | -0.5% |
| 30D | +1.9% | -5.4% | +7.4% | +3.2% |
| 3M | +1.4% | -10.4% | +11.9% | +3.7% |
| 6M | +15.2% | -2.8% | +17.9% | +15.3% |
| YTD | +23.8% | -3.4% | +27.2% | +23.8% |
| 1Y | +30.7% | -22.9% | +53.6% | +37.2% |
| 3Y | +83.3% | +20.7% | +62.6% | +66.9% |
| 5Y | +48.8% | +62.1% | -13.4% | +21.9% |
| 10Y | +142.8% | +410.4% | -267.7% | +36.9% |
| All | +142.3% | +657.1% | -514.8% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling