+139.4%
IEMG vs DLTR
+194.4%
-55.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -0.9% | -9.4% | +8.6% | +0.6% |
| 30D | +2.1% | -7.3% | +9.5% | +3.2% |
| 3M | +4.6% | +7.6% | -3.0% | +3.0% |
| 6M | +14.0% | +1.6% | +12.5% | +12.8% |
| YTD | +22.3% | -3.5% | +25.9% | +21.8% |
| 1Y | +30.7% | +20.0% | +10.6% | +25.1% |
| 3Y | +83.2% | +2.3% | +80.9% | +75.8% |
| 5Y | +47.0% | +31.5% | +15.4% | +28.6% |
| 10Y | +139.9% | +45.4% | +94.5% | +94.2% |
| All | +139.4% | +194.4% | -55.1% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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