+144.3%
IEMG vs GAP
-7.0%
+151.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.0% | 0.0% |
| 7D | +1.6% | -3.2% | +4.8% | +2.0% |
| 30D | +4.6% | -0.7% | +5.3% | +4.5% |
| 3M | +4.8% | -0.5% | +5.3% | +4.5% |
| 6M | +16.8% | -5.0% | +21.8% | +16.7% |
| YTD | +24.8% | -14.7% | +39.5% | +26.1% |
| 1Y | +34.3% | -8.6% | +42.9% | +34.0% |
| 3Y | +87.0% | +108.4% | -21.4% | +59.5% |
| 5Y | +49.9% | +5.8% | +44.2% | +35.1% |
| 10Y | +144.8% | +29.6% | +115.1% | +88.5% |
| All | +144.3% | -7.0% | +151.2% | +98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling