+16.4%
GS vs IEMG
+11.0%
+5.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.9% |
| 7D | +1.6% | -0.7% | +2.2% | +2.2% |
| 30D | +1.7% | -9.4% | +11.0% | +9.3% |
| 3M | -11.6% | -7.3% | -4.3% | -6.6% |
| 6M | -1.9% | -10.4% | +8.5% | +5.2% |
| YTD | +5.1% | +10.6% | -5.6% | -12.1% |
| 1Y | +16.4% | +10.5% | +5.9% | -0.9% |
| All | +16.4% | +11.0% | +5.5% | -0.9% |
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