+140.8%
IEMG vs DTE
+137.8%
+3.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.6% |
| 7D | -1.3% | -2.6% | +1.3% | -0.5% |
| 30D | +1.9% | -4.4% | +6.3% | +3.2% |
| 3M | +1.4% | -8.3% | +9.8% | +3.8% |
| 6M | +15.2% | -8.1% | +23.2% | +17.5% |
| YTD | +23.8% | +4.4% | +19.4% | +21.3% |
| 1Y | +30.7% | +0.2% | +30.5% | +29.5% |
| 3Y | +83.3% | +42.6% | +40.7% | +59.9% |
| 5Y | +48.8% | +31.5% | +17.3% | +31.7% |
| All | +140.8% | +137.8% | +3.0% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling