+49.9%
IEMG vs GTLB
-49.8%
+99.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.2% |
| 7D | -0.9% | -4.1% | +3.2% | -0.5% |
| 30D | +2.1% | +12.3% | -10.2% | +1.0% |
| 3M | +4.6% | +65.9% | -61.3% | -0.1% |
| 6M | +14.0% | +104.0% | -89.9% | +6.5% |
| YTD | +22.3% | +26.0% | -3.7% | +18.8% |
| 1Y | +30.7% | -3.5% | +34.2% | +29.6% |
| 3Y | +83.2% | -9.6% | +92.9% | +77.9% |
| All | +49.9% | -49.8% | +99.7% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded GTLB 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling