+23.3%
BA vs IEMG
+132.0%
-108.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -1.1% | +2.7% | -3.8% | -3.9% |
| 30D | -7.1% | -5.7% | -1.4% | -2.0% |
| 3M | -25.5% | -8.8% | -16.8% | -19.1% |
| 6M | -28.7% | -8.9% | -19.8% | -23.8% |
| YTD | -21.0% | +11.2% | -32.2% | -33.1% |
| 1Y | -11.9% | +12.2% | -24.1% | -26.1% |
| 3Y | -16.2% | +68.5% | -84.7% | -56.5% |
| 5Y | -22.4% | +34.3% | -56.7% | -47.0% |
| All | +23.3% | +132.0% | -108.7% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 10y: compounded portfolio wealth divided by compounded IEMG 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…
10y analysis · Full analysis span regression · 6 months rolling