+94.7%
IEMG vs DOW
-15.9%
+110.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | +1.6% | -6.0% | +7.6% | +3.2% |
| 30D | +4.6% | -2.7% | +7.4% | +5.2% |
| 3M | +4.8% | -10.5% | +15.3% | +7.2% |
| 6M | +16.8% | -12.4% | +29.3% | +18.2% |
| YTD | +24.8% | +30.0% | -5.2% | +11.3% |
| 1Y | +34.3% | +27.8% | +6.5% | +19.3% |
| 3Y | +87.0% | -34.9% | +121.9% | +101.4% |
| 5Y | +49.9% | -35.9% | +85.8% | +59.7% |
| All | +94.7% | -15.9% | +110.6% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling