+83.3%
IEMG vs GWRE
+50.1%
+33.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.2% |
| 7D | -1.3% | -13.2% | +11.9% | -0.7% |
| 30D | +1.9% | -18.6% | +20.5% | +2.5% |
| 3M | +1.4% | +18.9% | -17.5% | -0.9% |
| 6M | +15.2% | -11.0% | +26.1% | +15.5% |
| YTD | +23.8% | -29.9% | +53.7% | +27.6% |
| 1Y | +30.7% | -44.3% | +75.0% | +38.9% |
| 3Y | +83.3% | +51.7% | +31.6% | +59.3% |
| All | +83.3% | +50.1% | +33.2% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling