+13.9%
IEMG vs GFS
+15.5%
-1.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.9% | +6.8% | +2.3% |
| 7D | -3.1% | -12.5% | +9.4% | -0.1% |
| 30D | -10.3% | -16.9% | +6.6% | -6.6% |
| 3M | -6.6% | -22.3% | +15.7% | -1.6% |
| 6M | -3.9% | -40.2% | +36.4% | +7.8% |
| YTD | +12.4% | +16.0% | -3.6% | +10.0% |
| 1Y | +13.9% | +17.7% | -3.8% | +10.9% |
| All | +13.9% | +15.5% | -1.6% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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