+46.5%
IEMG vs GRMN
+74.2%
-27.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.9% | -1.8% | +0.9% | -0.5% |
| 30D | +2.1% | -12.1% | +14.2% | +5.0% |
| 3M | +4.6% | +18.0% | -13.4% | +0.2% |
| 6M | +14.0% | +13.7% | +0.3% | +10.1% |
| YTD | +22.3% | +35.3% | -13.0% | +13.5% |
| 1Y | +30.7% | +17.2% | +13.4% | +24.8% |
| 3Y | +83.2% | +179.6% | -96.4% | +32.1% |
| All | +46.5% | +74.2% | -27.7% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling