+84.8%
IEMG vs GEN
+57.6%
+27.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +1.6% | -2.9% | +4.5% | +2.0% |
| 30D | +4.6% | +2.1% | +2.6% | +4.2% |
| 3M | +4.8% | +19.7% | -14.9% | +1.7% |
| 6M | +16.8% | +33.3% | -16.4% | +10.7% |
| YTD | +24.8% | +11.1% | +13.7% | +22.1% |
| 1Y | +34.3% | +3.0% | +31.3% | +33.3% |
| All | +84.8% | +57.6% | +27.2% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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