+48.1%
IEMG vs GD
+97.9%
-49.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.4% | +2.0% |
| 7D | +2.2% | -5.3% | +7.5% | +3.3% |
| 30D | +4.6% | -6.4% | +11.0% | +5.9% |
| 3M | +0.4% | +5.7% | -5.3% | -1.1% |
| 6M | +16.4% | -0.9% | +17.3% | +16.3% |
| YTD | +25.4% | +8.2% | +17.3% | +22.6% |
| 1Y | +38.3% | +13.4% | +24.9% | +33.5% |
| 3Y | +84.1% | +68.5% | +15.6% | +60.2% |
| All | +48.1% | +97.9% | -49.8% | +20.6% |
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 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