+107.0%
IEMG vs DT
+97.2%
+9.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.6% |
| 7D | +2.8% | -4.9% | +7.6% | +3.7% |
| 30D | +4.6% | +2.7% | +1.9% | +3.9% |
| 3M | +5.5% | +20.0% | -14.5% | +1.4% |
| 6M | +19.7% | +28.0% | -8.3% | +12.7% |
| YTD | +25.5% | +16.0% | +9.5% | +20.1% |
| 1Y | +35.5% | +0.7% | +34.8% | +33.2% |
| 3Y | +88.0% | +6.2% | +81.8% | +79.5% |
| 5Y | +50.6% | -28.1% | +78.7% | +49.6% |
| All | +107.0% | +97.2% | +9.8% | +52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling