+94.5%
IEMG vs PDD
+210.2%
-115.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +0.9% | +1.5% |
| 7D | +2.2% | -4.1% | +6.3% | +2.9% |
| 30D | +4.6% | -9.6% | +14.2% | +6.1% |
| 3M | +0.4% | -4.3% | +4.6% | +0.8% |
| 6M | +16.4% | -18.8% | +35.1% | +19.5% |
| YTD | +25.4% | -27.5% | +52.9% | +30.9% |
| 1Y | +38.3% | -33.6% | +71.9% | +46.0% |
| 3Y | +84.1% | -20.4% | +104.5% | +83.6% |
| 5Y | +49.0% | -19.6% | +68.6% | +35.9% |
| All | +94.5% | +210.2% | -115.8% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling