+145.6%
IEMG vs DLR
+405.9%
-260.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +2.8% | +3.4% | -0.6% | +1.9% |
| 30D | +4.6% | -2.2% | +6.9% | +5.2% |
| 3M | +5.5% | +4.7% | +0.8% | +3.8% |
| 6M | +19.7% | +9.0% | +10.7% | +16.5% |
| YTD | +25.5% | +24.1% | +1.4% | +17.9% |
| 1Y | +35.5% | +20.9% | +14.6% | +27.9% |
| 3Y | +88.0% | +60.0% | +27.9% | +62.0% |
| 5Y | +50.6% | +35.3% | +15.3% | +33.2% |
| 10Y | +138.4% | +165.8% | -27.4% | +67.9% |
| All | +145.6% | +405.9% | -260.3% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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