+156.8%
BITO vs IEMG
+83.7%
+73.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -1.0% |
| 7D | -3.4% | -1.3% | -2.2% | -2.5% |
| 30D | +21.4% | +1.9% | +19.5% | +19.5% |
| 3M | +20.5% | +1.4% | +19.1% | +18.4% |
| 6M | +7.4% | +15.2% | -7.8% | -6.7% |
| YTD | -13.9% | +23.8% | -37.7% | -30.1% |
| 1Y | -35.1% | +30.7% | -65.7% | -49.6% |
| 3Y | +156.8% | +83.3% | +73.5% | +55.5% |
| All | +156.8% | +83.7% | +73.2% | +55.5% |
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 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