+606.9%
GEV vs IEMG
+70.2%
+536.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.8% | -0.4% |
| 7D | -1.9% | -0.9% | -1.0% | -0.9% |
| 30D | -8.7% | +2.1% | -10.8% | -10.9% |
| 3M | +6.6% | +4.6% | +2.0% | +1.9% |
| 6M | +10.2% | +14.0% | -3.8% | -6.8% |
| YTD | +41.6% | +22.3% | +19.3% | +8.3% |
| 1Y | +43.9% | +30.7% | +13.2% | +1.0% |
| All | +606.9% | +70.2% | +536.7% | +240.2% |
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