+767.8%
BAC vs IEMG
+143.9%
+623.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +1.2% | +2.8% | -1.6% | -0.9% |
| 30D | -0.7% | +4.6% | -5.4% | -4.2% |
| 3M | +16.9% | +5.5% | +11.4% | +10.9% |
| 6M | +29.6% | +19.7% | +9.9% | +9.6% |
| YTD | +15.3% | +25.5% | -10.3% | -6.6% |
| 1Y | +28.8% | +35.5% | -6.7% | -2.2% |
| 3Y | +136.4% | +88.0% | +48.4% | +35.1% |
| 5Y | +72.9% | +50.6% | +22.3% | +18.4% |
| 10Y | +391.8% | +138.4% | +253.4% | +126.4% |
| All | +767.8% | +143.9% | +623.9% | +260.3% |
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