-0.3%
BA vs IEMG
+49.3%
-49.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +2.5% | +2.8% | -0.3% | +0.1% |
| 30D | -10.1% | +4.6% | -14.7% | -13.7% |
| 3M | -2.4% | +5.5% | -7.9% | -7.7% |
| 6M | -8.8% | +19.7% | -28.5% | -24.4% |
| YTD | -2.9% | +25.5% | -28.5% | -23.9% |
| 1Y | -8.8% | +35.5% | -44.3% | -33.9% |
| 3Y | -0.3% | +88.0% | -88.2% | -49.2% |
| 5Y | -0.3% | +50.6% | -50.9% | -34.7% |
| All | -0.3% | +49.3% | -49.6% | -34.7% |
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 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