+54.8%
GDX vs IEMG
+38.7%
+16.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.8% | -4.1% |
| 7D | -0.4% | +2.2% | -2.6% | -3.0% |
| 30D | +18.6% | +4.6% | +14.0% | +12.6% |
| 3M | +14.9% | +0.4% | +14.5% | +14.1% |
| 6M | -6.3% | +16.4% | -22.6% | -23.4% |
| YTD | +15.7% | +25.4% | -9.7% | -13.2% |
| 1Y | +54.8% | +38.3% | +16.6% | +8.9% |
| All | +54.8% | +38.7% | +16.1% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 1y: compounded portfolio wealth divided by compounded IEMG 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…
1y analysis · Full analysis span regression · 6 months rolling