+24.3%
BMY vs IEMG
+48.5%
-24.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -4.8% | -1.3% | -3.5% | -4.6% |
| 30D | -0.1% | +1.9% | -2.0% | -0.3% |
| 3M | +13.1% | +1.4% | +11.7% | +12.6% |
| 6M | +8.4% | +15.2% | -6.8% | +5.1% |
| YTD | +22.0% | +23.8% | -1.9% | +16.7% |
| 1Y | +40.3% | +30.7% | +9.6% | +32.9% |
| 3Y | +20.5% | +83.3% | -62.8% | +7.4% |
| All | +24.3% | +48.5% | -24.2% | +13.9% |
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