+30.7%
IEMG vs GRMN
+21.5%
+9.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.0% | +0.5% |
| 7D | -1.3% | +2.4% | -3.7% | -1.7% |
| 30D | +1.9% | -8.5% | +10.4% | +3.4% |
| 3M | +1.4% | +19.5% | -18.0% | -2.6% |
| 6M | +15.2% | +21.2% | -6.0% | +10.3% |
| YTD | +23.8% | +41.0% | -17.2% | +16.1% |
| 1Y | +30.7% | +19.6% | +11.1% | +25.1% |
| All | +30.7% | +21.5% | +9.2% | +25.1% |
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