+13.9%
IEMG vs GRMN
+40.7%
-26.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.5% | -5.6% | -0.1% |
| 7D | -3.1% | +6.1% | -9.2% | -4.0% |
| 30D | -10.3% | +1.3% | -11.6% | -10.6% |
| 3M | -6.6% | -5.6% | -1.0% | -5.8% |
| 6M | -3.9% | +22.2% | -26.1% | -8.7% |
| YTD | +12.4% | +44.3% | -31.9% | +3.7% |
| 1Y | +13.9% | +43.1% | -29.2% | +5.4% |
| All | +13.9% | +40.7% | -26.8% | +5.4% |
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