+74.6%
BA vs IEMG
+140.4%
-65.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.5% |
| 7D | -1.2% | +1.6% | -2.8% | -2.8% |
| 30D | -11.3% | +4.6% | -16.0% | -15.6% |
| 3M | -3.8% | +4.8% | -8.6% | -9.5% |
| 6M | -8.3% | +16.8% | -25.1% | -24.1% |
| YTD | -4.9% | +24.8% | -29.8% | -27.5% |
| 1Y | -10.1% | +34.3% | -44.4% | -36.9% |
| 3Y | -2.3% | +87.0% | -89.3% | -53.4% |
| 5Y | -3.5% | +49.9% | -53.5% | -40.2% |
| 10Y | +74.6% | +144.8% | -70.2% | -26.0% |
| All | +74.6% | +140.4% | -65.9% | -26.0% |
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