+48.3%
IEMG vs GDDY
+29.8%
+18.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +1.0% |
| 7D | -1.3% | -3.2% | +1.9% | -1.0% |
| 30D | +1.9% | +6.8% | -4.9% | +0.9% |
| 3M | +1.4% | +30.5% | -29.0% | -3.4% |
| 6M | +15.2% | +13.3% | +1.8% | +11.7% |
| YTD | +23.8% | -21.0% | +44.8% | +28.4% |
| 1Y | +30.7% | -34.0% | +64.7% | +40.6% |
| 3Y | +83.3% | +33.1% | +50.2% | +60.0% |
| All | +48.3% | +29.8% | +18.5% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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