+81.1%
IEMG vs GAP
+103.6%
-22.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.8% |
| 7D | -0.9% | -6.3% | +5.5% | -0.4% |
| 30D | +2.1% | -0.2% | +2.4% | +2.0% |
| 3M | +4.6% | 0.0% | +4.6% | +4.4% |
| 6M | +14.0% | -8.1% | +22.2% | +14.3% |
| YTD | +22.3% | -16.5% | +38.8% | +23.4% |
| 1Y | +30.7% | -10.5% | +41.1% | +30.8% |
| All | +81.1% | +103.6% | -22.5% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling