+51.3%
GEV vs IEMG
+31.6%
+19.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +2.2% |
| 7D | +1.6% | -1.3% | +2.9% | +3.2% |
| 30D | -7.9% | +1.9% | -9.9% | -9.8% |
| 3M | +5.6% | +1.4% | +4.2% | +4.8% |
| 6M | +13.1% | +15.2% | -2.1% | -3.8% |
| YTD | +46.7% | +23.8% | +22.9% | +9.2% |
| 1Y | +51.3% | +30.7% | +20.6% | +6.5% |
| All | +51.3% | +31.6% | +19.7% | +6.5% |
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