+209.9%
BKNG vs IEMG
+142.9%
+67.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +2.1% |
| 7D | -10.7% | -0.9% | -9.8% | -10.1% |
| 30D | -18.1% | +2.1% | -20.2% | -19.7% |
| 3M | +8.5% | +4.6% | +3.9% | +2.9% |
| 6M | -0.1% | +14.0% | -14.1% | -13.4% |
| YTD | -18.2% | +22.3% | -40.6% | -33.8% |
| 1Y | -19.9% | +30.7% | -50.5% | -39.0% |
| 3Y | +41.6% | +83.2% | -41.6% | -21.8% |
| 5Y | +93.1% | +47.0% | +46.1% | +30.8% |
| All | +209.9% | +142.9% | +67.0% | +42.2% |
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 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