+81.1%
IEMG vs GEHC
-1.1%
+82.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | -0.9% | -7.9% | +7.0% | +0.7% |
| 30D | +2.1% | -11.7% | +13.8% | +4.6% |
| 3M | +4.6% | +0.8% | +3.8% | +3.7% |
| 6M | +14.0% | -11.6% | +25.6% | +16.5% |
| YTD | +22.3% | -21.6% | +43.9% | +28.3% |
| 1Y | +30.7% | -15.3% | +46.0% | +34.2% |
| All | +81.1% | -1.1% | +82.2% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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