+120.2%
BKR vs IEMG
+145.8%
-25.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.6% |
| 7D | -7.0% | -1.3% | -5.7% | -5.9% |
| 30D | -8.1% | +1.9% | -10.0% | -9.6% |
| 3M | -6.6% | +1.4% | -8.0% | -8.7% |
| 6M | +0.9% | +15.2% | -14.3% | -12.8% |
| YTD | +31.1% | +23.8% | +7.3% | +6.0% |
| 1Y | +27.7% | +30.7% | -3.0% | -1.7% |
| 3Y | +71.2% | +83.3% | -12.1% | -4.1% |
| 5Y | +177.6% | +48.8% | +128.9% | +86.9% |
| All | +120.2% | +145.8% | -25.6% | +1.6% |
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