+30.7%
IEMG vs GFI
+26.4%
+4.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.5% |
| 7D | -1.3% | -4.9% | +3.6% | -0.4% |
| 30D | +1.9% | +10.7% | -8.8% | -0.2% |
| 3M | +1.4% | +25.6% | -24.2% | -3.6% |
| 6M | +15.2% | -8.3% | +23.4% | +14.7% |
| YTD | +23.8% | +6.3% | +17.5% | +21.6% |
| 1Y | +30.7% | +22.1% | +8.6% | +26.3% |
| All | +30.7% | +26.4% | +4.2% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling