+83.3%
IEMG vs GH
+363.0%
-279.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.3% |
| 7D | -1.3% | -2.5% | +1.2% | -1.1% |
| 30D | +1.9% | -4.7% | +6.6% | +2.3% |
| 3M | +1.4% | +20.2% | -18.8% | -0.2% |
| 6M | +15.2% | +78.8% | -63.6% | +9.6% |
| YTD | +23.8% | +54.1% | -30.3% | +18.9% |
| 1Y | +30.7% | +177.1% | -146.4% | +19.5% |
| 3Y | +83.3% | +371.6% | -288.3% | +56.9% |
| All | +83.3% | +363.0% | -279.7% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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