+124.4%
GDX vs IEMG
+143.9%
-19.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | +4.0% | +2.8% | +1.2% | +2.1% |
| 30D | +9.5% | +4.6% | +4.8% | +6.5% |
| 3M | +25.1% | +5.5% | +19.6% | +21.0% |
| 6M | -2.9% | +19.7% | -22.6% | -12.5% |
| YTD | +14.7% | +25.5% | -10.8% | +1.1% |
| 1Y | +47.4% | +35.5% | +11.9% | +24.6% |
| 3Y | +259.7% | +88.0% | +171.7% | +154.2% |
| 5Y | +227.7% | +50.6% | +177.1% | +156.3% |
| 10Y | +289.0% | +138.4% | +150.6% | +130.9% |
| All | +124.4% | +143.9% | -19.4% | +27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling