+89.6%
IEMG vs PDD
+193.7%
-104.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -0.9% | -4.6% | +3.8% | -0.2% |
| 30D | +2.1% | -14.0% | +16.1% | +4.3% |
| 3M | +4.6% | -4.9% | +9.5% | +5.1% |
| 6M | +14.0% | -25.8% | +39.8% | +18.7% |
| YTD | +22.3% | -31.4% | +53.7% | +28.7% |
| 1Y | +30.7% | -37.6% | +68.3% | +39.2% |
| 3Y | +83.2% | -18.4% | +101.6% | +82.1% |
| 5Y | +47.0% | -25.0% | +72.0% | +35.5% |
| All | +89.6% | +193.7% | -104.1% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PDD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling