-26.4%
BA vs IEMG
+34.0%
-60.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -1.1% | +2.7% | -3.8% | -3.4% |
| 30D | -7.1% | -5.7% | -1.4% | -2.9% |
| 3M | -25.5% | -8.8% | -16.8% | -20.1% |
| 6M | -28.7% | -8.9% | -19.8% | -24.5% |
| YTD | -21.0% | +11.2% | -32.2% | -31.9% |
| 1Y | -11.9% | +12.2% | -24.1% | -24.8% |
| 3Y | -16.2% | +68.5% | -84.7% | -54.1% |
| All | -26.4% | +34.0% | -60.4% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling