-0.7%
BKR vs IEMG
+7.4%
-8.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -5.6% | -1.7% | -4.9% |
| 7D | -15.2% | -7.4% | -7.8% | -12.3% |
| 30D | -19.1% | -14.9% | -4.3% | -13.4% |
| 3M | -24.8% | -11.6% | -13.2% | -20.7% |
| 6M | -31.6% | -11.1% | -20.5% | -28.6% |
| YTD | +2.5% | +6.0% | -3.5% | -5.6% |
| 1Y | -0.7% | +6.5% | -7.3% | -8.3% |
| All | -0.7% | +7.4% | -8.2% | -8.3% |
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