+140.8%
IEMG vs GAP
+31.2%
+109.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.9% |
| 7D | -1.3% | -4.1% | +2.8% | -0.8% |
| 30D | +1.9% | +6.2% | -4.3% | +1.0% |
| 3M | +1.4% | -0.7% | +2.1% | +1.2% |
| 6M | +15.2% | -7.1% | +22.3% | +15.4% |
| YTD | +23.8% | -14.1% | +37.9% | +24.9% |
| 1Y | +30.7% | -8.5% | +39.2% | +30.4% |
| 3Y | +83.3% | +115.4% | -32.1% | +56.3% |
| 5Y | +48.8% | +9.8% | +38.9% | +33.7% |
| All | +140.8% | +31.2% | +109.5% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling