+1,008.9%
BE vs IEMG
+94.2%
+914.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.1% | +9.6% | +9.5% |
| 7D | +29.8% | +2.8% | +27.0% | +24.1% |
| 30D | +26.4% | +4.6% | +21.8% | +17.9% |
| 3M | +9.3% | +5.5% | +3.8% | +4.9% |
| 6M | +105.1% | +19.7% | +85.4% | +59.8% |
| YTD | +219.0% | +25.5% | +193.5% | +132.2% |
| 1Y | +418.8% | +35.5% | +383.2% | +244.0% |
| 3Y | +1,784.6% | +88.0% | +1,696.6% | +662.1% |
| 5Y | +1,251.0% | +50.6% | +1,200.4% | +714.4% |
| All | +1,008.9% | +94.2% | +914.7% | +483.5% |
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