+32.8%
IEMG vs GD
+93.7%
-60.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.2% |
| 7D | -2.8% | -5.0% | +2.2% | -1.9% |
| 30D | -12.0% | +8.9% | -20.9% | -13.5% |
| 3M | -9.0% | -8.0% | -0.9% | -7.6% |
| 6M | -11.8% | +2.9% | -14.7% | -12.7% |
| YTD | +8.3% | +7.1% | +1.2% | +6.0% |
| 1Y | +9.6% | +5.9% | +3.7% | +7.6% |
| 3Y | +62.3% | +53.9% | +8.4% | +44.4% |
| All | +32.8% | +93.7% | -60.9% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling