+83.3%
IEMG vs GFS
-19.7%
+103.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -0.9% | +0.8% |
| 7D | -1.3% | +3.8% | -5.1% | -2.1% |
| 30D | +1.9% | -11.7% | +13.6% | +4.5% |
| 3M | +1.4% | -41.8% | +43.2% | +12.5% |
| 6M | +15.2% | +6.6% | +8.5% | +13.5% |
| YTD | +23.8% | +34.6% | -10.8% | +16.4% |
| 1Y | +30.7% | +46.2% | -15.5% | +20.6% |
| 3Y | +83.3% | -20.3% | +103.6% | +81.7% |
| All | +83.3% | -19.7% | +103.0% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling