+75.6%
BAC vs IEMG
+45.7%
+29.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.9% |
| 7D | -0.3% | -0.9% | +0.6% | +0.2% |
| 30D | -1.8% | +2.1% | -3.9% | -3.1% |
| 3M | +15.3% | +4.6% | +10.7% | +11.2% |
| 6M | +30.2% | +14.0% | +16.1% | +17.1% |
| YTD | +15.6% | +22.3% | -6.8% | -1.5% |
| 1Y | +27.5% | +30.7% | -3.2% | +3.3% |
| 3Y | +137.0% | +83.2% | +53.8% | +46.4% |
| 5Y | +75.6% | +47.0% | +28.6% | +29.9% |
| All | +75.6% | +45.7% | +29.9% | +29.9% |
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