+47.1%
GM vs IEMG
+31.6%
+15.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.1% |
| 7D | -2.4% | -1.3% | -1.1% | -1.9% |
| 30D | -1.1% | +1.9% | -3.0% | -2.0% |
| 3M | +6.1% | +1.4% | +4.7% | +5.3% |
| 6M | +15.0% | +15.2% | -0.2% | +5.5% |
| YTD | +6.0% | +23.8% | -17.8% | -2.6% |
| 1Y | +47.1% | +30.7% | +16.4% | +36.8% |
| All | +47.1% | +31.6% | +15.5% | +36.8% |
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 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