+38.3%
IEMG vs DT
+4.0%
+34.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.6% |
| 7D | +2.2% | -3.3% | +5.5% | +2.2% |
| 30D | +4.6% | +2.0% | +2.6% | +4.7% |
| 3M | +0.4% | +20.0% | -19.6% | +0.5% |
| 6M | +16.4% | +39.3% | -22.9% | +16.7% |
| YTD | +25.4% | +19.8% | +5.7% | +26.6% |
| 1Y | +38.3% | +4.3% | +34.0% | +40.7% |
| All | +38.3% | +4.0% | +34.2% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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