+145.6%
IEMG vs DRI
+584.3%
-438.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.5% |
| 7D | +2.8% | -1.2% | +4.0% | +3.1% |
| 30D | +4.6% | -0.4% | +5.0% | +4.6% |
| 3M | +5.5% | +9.5% | -4.0% | +3.1% |
| 6M | +19.7% | +6.5% | +13.2% | +17.4% |
| YTD | +25.5% | +18.4% | +7.1% | +19.9% |
| 1Y | +35.5% | +4.2% | +31.3% | +33.0% |
| 3Y | +88.0% | +57.1% | +30.9% | +65.4% |
| 5Y | +50.6% | +70.4% | -19.8% | +28.2% |
| 10Y | +138.4% | +354.0% | -215.7% | +48.1% |
| All | +145.6% | +584.3% | -438.7% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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