+1,003.0%
BE vs IEMG
+91.6%
+911.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.2% | +5.5% | +4.6% |
| 7D | +9.0% | -1.3% | +10.3% | +11.7% |
| 30D | +16.3% | +1.9% | +14.4% | +13.3% |
| 3M | +10.8% | +1.4% | +9.4% | +13.4% |
| 6M | +73.2% | +15.2% | +58.0% | +43.8% |
| YTD | +217.4% | +23.8% | +193.5% | +136.8% |
| 1Y | +309.8% | +30.7% | +279.1% | +188.2% |
| 3Y | +1,726.2% | +83.3% | +1,642.9% | +670.9% |
| 5Y | +1,306.2% | +48.8% | +1,257.4% | +767.1% |
| All | +1,003.0% | +91.6% | +911.4% | +495.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling