+13.9%
IEMG vs DKS
-29.5%
+43.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.7% | -6.8% | +0.7% |
| 7D | -3.1% | +8.4% | -11.5% | -3.4% |
| 30D | -10.3% | +7.7% | -18.0% | -10.6% |
| 3M | -6.6% | -25.8% | +19.1% | -5.1% |
| 6M | -3.9% | -31.0% | +27.1% | -1.7% |
| YTD | +12.4% | -23.8% | +36.2% | +12.7% |
| 1Y | +13.9% | -29.8% | +43.7% | +14.9% |
| All | +13.9% | -29.5% | +43.4% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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