+142.3%
IEMG vs DINO
+401.4%
-259.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.3% | +2.3% | -3.6% | -1.6% |
| 30D | +1.9% | +22.6% | -20.7% | -1.4% |
| 3M | +1.4% | +55.2% | -53.8% | -5.7% |
| 6M | +15.2% | +93.8% | -78.6% | +2.8% |
| YTD | +23.8% | +139.5% | -115.7% | +6.2% |
| 1Y | +30.7% | +115.3% | -84.7% | +13.9% |
| 3Y | +83.3% | +98.8% | -15.5% | +58.9% |
| 5Y | +48.8% | +333.5% | -284.7% | +9.4% |
| 10Y | +142.8% | +487.5% | -344.8% | +56.9% |
| All | +142.3% | +401.4% | -259.2% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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