+48.3%
IEMG vs DT
-27.6%
+75.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -1.3% | -1.6% | +0.3% | -1.1% |
| 30D | +1.9% | +3.0% | -1.1% | +1.3% |
| 3M | +1.4% | +26.5% | -25.1% | -2.8% |
| 6M | +15.2% | +35.9% | -20.8% | +8.4% |
| YTD | +23.8% | +17.8% | +6.0% | +19.2% |
| 1Y | +30.7% | +4.1% | +26.6% | +28.6% |
| 3Y | +83.3% | +5.3% | +78.0% | +76.9% |
| All | +48.3% | -27.6% | +75.9% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling