+88.2%
IEMG vs GD
+74.3%
+13.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.4% | +1.9% |
| 7D | +2.2% | -5.3% | +7.5% | +3.1% |
| 30D | +4.6% | -6.4% | +11.0% | +5.6% |
| 3M | +0.4% | +5.7% | -5.3% | -0.9% |
| 6M | +16.4% | -0.9% | +17.3% | +16.5% |
| YTD | +25.4% | +8.2% | +17.3% | +23.0% |
| 1Y | +38.3% | +13.4% | +24.9% | +34.2% |
| All | +88.2% | +74.3% | +13.9% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling