+144.8%
IEMG vs GD
+188.9%
-44.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | +1.6% | -3.1% | +4.7% | +2.7% |
| 30D | +4.6% | -10.9% | +15.6% | +8.9% |
| 3M | +4.8% | +2.5% | +2.4% | +3.5% |
| 6M | +16.8% | -1.7% | +18.5% | +16.8% |
| YTD | +24.8% | +6.1% | +18.7% | +20.9% |
| 1Y | +34.3% | +11.7% | +22.6% | +27.4% |
| 3Y | +87.0% | +71.8% | +15.2% | +47.1% |
| 5Y | +49.9% | +92.2% | -42.2% | +10.1% |
| 10Y | +144.8% | +192.2% | -47.4% | +51.6% |
| All | +144.8% | +188.9% | -44.1% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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