+38.3%
IEMG vs GRMN
+18.2%
+20.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | +2.2% | -2.9% | +5.1% | +2.7% |
| 30D | +4.6% | -8.4% | +13.0% | +6.2% |
| 3M | +0.4% | +15.0% | -14.6% | -2.8% |
| 6M | +16.4% | +11.2% | +5.1% | +13.1% |
| YTD | +25.4% | +37.7% | -12.3% | +18.0% |
| 1Y | +38.3% | +18.5% | +19.8% | +33.7% |
| All | +38.3% | +18.2% | +20.1% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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