+250.5%
BA vs IEMG
+143.7%
+106.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | -0.7% |
| 7D | +1.2% | +2.2% | -1.1% | -0.9% |
| 30D | -11.6% | +4.6% | -16.2% | -15.4% |
| 3M | -2.4% | +0.4% | -2.7% | -3.9% |
| 6M | -6.6% | +16.4% | -23.0% | -20.8% |
| YTD | -2.2% | +25.4% | -27.7% | -23.3% |
| 1Y | -8.0% | +38.3% | -46.3% | -34.5% |
| 3Y | -5.0% | +84.1% | -89.1% | -49.3% |
| 5Y | -2.7% | +49.0% | -51.7% | -35.6% |
| 10Y | +75.9% | +141.8% | -65.9% | -20.4% |
| All | +250.5% | +143.7% | +106.8% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling