+609.6%
BAC vs IEMG
+116.0%
+493.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | +3.2% | +2.7% | +0.5% | +1.2% |
| 30D | -0.7% | -5.7% | +5.0% | +3.4% |
| 3M | -20.0% | -8.8% | -11.2% | -14.8% |
| 6M | +3.4% | -8.9% | +12.3% | +8.5% |
| YTD | -5.7% | +11.2% | -16.9% | -16.7% |
| 1Y | -1.4% | +12.2% | -13.7% | -13.5% |
| 3Y | +97.9% | +68.5% | +29.4% | +22.1% |
| 5Y | +22.9% | +34.3% | -11.4% | -8.7% |
| 10Y | +235.3% | +131.1% | +104.2% | +58.6% |
| All | +609.6% | +116.0% | +493.6% | +221.5% |
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