+387.9%
GM vs IEMG
+140.6%
+247.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.6% |
| 7D | -2.4% | -1.3% | -1.1% | -1.5% |
| 30D | -1.1% | +1.9% | -3.0% | -2.9% |
| 3M | +6.1% | +1.4% | +4.7% | +3.9% |
| 6M | +15.0% | +15.2% | -0.2% | +0.1% |
| YTD | +6.0% | +23.8% | -17.8% | -13.5% |
| 1Y | +47.1% | +30.7% | +16.4% | +14.0% |
| 3Y | +170.5% | +83.3% | +87.2% | +53.9% |
| 5Y | +80.5% | +48.8% | +31.7% | +24.3% |
| 10Y | +238.7% | +142.8% | +95.9% | +59.0% |
| All | +387.9% | +140.6% | +247.3% | +116.5% |
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 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