+131.4%
IEMG vs GDDY
+390.3%
-259.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.9% |
| 7D | -1.3% | -3.2% | +1.9% | -0.8% |
| 30D | +1.9% | +6.8% | -4.9% | +0.2% |
| 3M | +1.4% | +30.5% | -29.0% | -5.8% |
| 6M | +15.2% | +13.3% | +1.8% | +9.7% |
| YTD | +23.8% | -21.0% | +44.8% | +27.4% |
| 1Y | +30.7% | -34.0% | +64.7% | +40.2% |
| 3Y | +83.3% | +33.1% | +50.2% | +60.5% |
| 5Y | +48.8% | +30.3% | +18.4% | +28.4% |
| 10Y | +142.8% | +205.5% | -62.7% | +73.2% |
| All | +131.4% | +390.3% | -259.0% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling