+632.4%
GEV vs IEMG
+72.3%
+560.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +2.1% |
| 7D | +1.6% | -1.3% | +2.9% | +3.3% |
| 30D | -7.9% | +1.9% | -9.9% | -10.0% |
| 3M | +5.6% | +1.4% | +4.2% | +4.6% |
| 6M | +13.1% | +15.2% | -2.1% | -5.5% |
| YTD | +46.7% | +23.8% | +22.9% | +10.6% |
| 1Y | +51.3% | +30.7% | +20.6% | +6.5% |
| All | +632.4% | +72.3% | +560.1% | +247.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling