+144.3%
IEMG vs GRMN
+954.1%
-809.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.2% |
| 7D | +1.6% | -1.4% | +3.0% | +2.0% |
| 30D | +4.6% | -13.1% | +17.7% | +9.1% |
| 3M | +4.8% | +14.9% | -10.1% | -0.4% |
| 6M | +16.8% | +13.1% | +3.7% | +11.5% |
| YTD | +24.8% | +35.3% | -10.4% | +12.4% |
| 1Y | +34.3% | +16.0% | +18.3% | +26.3% |
| 3Y | +87.0% | +179.6% | -92.6% | +25.3% |
| 5Y | +49.9% | +75.0% | -25.1% | +16.5% |
| 10Y | +144.8% | +644.1% | -499.3% | +17.9% |
| All | +144.3% | +954.1% | -809.8% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling