+13.9%
IEMG vs DOW
+50.2%
-36.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +0.6% |
| 7D | -3.1% | -4.2% | +1.1% | -3.5% |
| 30D | -10.3% | +14.7% | -25.0% | -9.2% |
| 3M | -6.6% | +9.1% | -15.7% | -5.7% |
| 6M | -3.9% | -17.7% | +13.8% | -4.0% |
| YTD | +12.4% | +44.6% | -32.2% | +6.2% |
| 1Y | +13.9% | +51.9% | -38.0% | +7.1% |
| All | +13.9% | +50.2% | -36.3% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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