-12.8%
BKNG vs IEMG
+38.7%
-51.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.1% |
| 7D | -6.0% | +2.2% | -8.2% | -6.2% |
| 30D | -6.6% | +4.6% | -11.2% | -7.1% |
| 3M | +15.7% | +0.4% | +15.3% | +16.0% |
| 6M | +14.1% | +16.4% | -2.2% | +8.2% |
| YTD | -9.3% | +25.4% | -34.8% | -14.8% |
| 1Y | -12.8% | +38.3% | -51.0% | -17.2% |
| All | -12.8% | +38.7% | -51.5% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling