+171.6%
BKR vs IEMG
+48.5%
+123.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.3% |
| 7D | -7.0% | -1.3% | -5.7% | -6.2% |
| 30D | -8.1% | +1.9% | -10.0% | -9.2% |
| 3M | -6.6% | +1.4% | -8.0% | -8.1% |
| 6M | +0.9% | +15.2% | -14.3% | -9.7% |
| YTD | +31.1% | +23.8% | +7.3% | +11.3% |
| 1Y | +27.7% | +30.7% | -3.0% | +4.4% |
| 3Y | +71.2% | +83.3% | -12.1% | +9.7% |
| All | +171.6% | +48.5% | +123.1% | +97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling