+52.9%
IEMG vs GTLB
-50.8%
+103.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.4% |
| 7D | +1.6% | -6.6% | +8.2% | +2.2% |
| 30D | +4.6% | +13.7% | -9.1% | +3.4% |
| 3M | +4.8% | +52.9% | -48.1% | +0.8% |
| 6M | +16.8% | +88.5% | -71.7% | +9.8% |
| YTD | +24.8% | +23.4% | +1.4% | +21.4% |
| 1Y | +34.3% | -3.8% | +38.1% | +33.3% |
| 3Y | +87.0% | -11.5% | +98.5% | +81.9% |
| All | +52.9% | -50.8% | +103.8% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling