+24.8%
GDX vs IEMG
+13.6%
+11.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.9% | +8.1% | +7.9% |
| 7D | +0.8% | -3.1% | +3.9% | +4.7% |
| 30D | -3.2% | -10.3% | +7.1% | +10.1% |
| 3M | +8.6% | -6.6% | +15.2% | +17.9% |
| 6M | -1.2% | -3.9% | +2.6% | +1.8% |
| YTD | -1.4% | +12.4% | -13.8% | -16.6% |
| 1Y | +24.8% | +13.9% | +10.9% | +3.8% |
| All | +24.8% | +13.6% | +11.2% | +3.8% |
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