+304.4%
GE vs IEMG
+142.6%
+161.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.4% |
| 7D | -1.2% | +1.6% | -2.8% | -2.4% |
| 30D | -11.3% | +4.6% | -15.9% | -14.3% |
| 3M | -1.4% | +4.8% | -6.2% | -5.6% |
| 6M | +1.2% | +16.8% | -15.6% | -11.1% |
| YTD | +5.9% | +24.8% | -18.9% | -11.7% |
| 1Y | +18.4% | +34.3% | -15.9% | -6.6% |
| 3Y | +271.0% | +87.0% | +184.0% | +125.6% |
| 5Y | +417.9% | +49.9% | +368.0% | +270.6% |
| 10Y | +152.0% | +144.8% | +7.2% | +25.6% |
| All | +304.4% | +142.6% | +161.8% | +92.7% |
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