+142.3%
IEMG vs GNRC
+711.5%
-569.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.6% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | +1.9% | -15.7% | +17.6% | +5.2% |
| 3M | +1.4% | -27.3% | +28.8% | +7.5% |
| 6M | +15.2% | -12.1% | +27.2% | +17.1% |
| YTD | +23.8% | +37.1% | -13.3% | +15.2% |
| 1Y | +30.7% | -0.5% | +31.1% | +28.3% |
| 3Y | +83.3% | +61.5% | +21.8% | +59.6% |
| 5Y | +48.8% | -58.6% | +107.3% | +61.0% |
| 10Y | +142.8% | +446.3% | -303.5% | +47.6% |
| All | +142.3% | +711.5% | -569.2% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 all: compounded portfolio wealth divided by compounded GNRC 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…
all analysis · Full analysis span regression · 6 months rolling