+296.0%
GDX vs IEMG
+145.8%
+150.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.3% |
| 7D | -2.2% | -1.3% | -0.9% | -1.3% |
| 30D | +6.8% | +1.9% | +4.8% | +5.6% |
| 3M | +24.9% | +1.4% | +23.5% | +23.8% |
| 6M | -4.2% | +15.2% | -19.4% | -11.8% |
| YTD | +13.2% | +23.8% | -10.6% | +0.4% |
| 1Y | +40.2% | +30.7% | +9.5% | +20.8% |
| 3Y | +249.6% | +83.3% | +166.3% | +150.5% |
| 5Y | +230.4% | +48.8% | +181.6% | +156.7% |
| All | +296.0% | +145.8% | +150.2% | +103.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling