-0.3%
BA vs IEMG
+83.7%
-83.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.5% | +1.9% |
| 7D | -0.8% | -1.3% | +0.4% | +0.1% |
| 30D | -9.0% | +1.9% | -10.9% | -10.3% |
| 3M | -5.0% | +1.4% | -6.5% | -6.6% |
| 6M | -1.7% | +15.2% | -16.9% | -13.5% |
| YTD | -3.1% | +23.8% | -26.9% | -20.5% |
| 1Y | -4.3% | +30.7% | -35.0% | -25.3% |
| 3Y | -0.3% | +83.3% | -83.5% | -43.8% |
| All | -0.3% | +83.7% | -83.9% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling