+1,611.9%
BE vs IEMG
+81.5%
+1,530.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -0.1% |
| 7D | +9.7% | -0.9% | +10.6% | +11.9% |
| 30D | +22.4% | +2.1% | +20.3% | +18.5% |
| 3M | +10.4% | +4.6% | +5.8% | +6.4% |
| 6M | +67.9% | +14.0% | +53.8% | +37.0% |
| YTD | +197.5% | +22.3% | +175.2% | +114.6% |
| 1Y | +310.6% | +30.7% | +279.9% | +172.3% |
| All | +1,611.9% | +81.5% | +1,530.4% | +504.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling