+207.4%
BMY vs IEMG
+142.6%
+64.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -4.8% | +1.6% | -6.4% | -5.3% |
| 30D | -0.7% | +4.6% | -5.3% | -2.3% |
| 3M | +15.3% | +4.8% | +10.5% | +12.8% |
| 6M | +8.5% | +16.8% | -8.3% | +1.2% |
| YTD | +23.4% | +24.8% | -1.4% | +12.1% |
| 1Y | +42.9% | +34.3% | +8.6% | +26.0% |
| 3Y | +22.0% | +87.0% | -65.0% | -6.4% |
| 5Y | +24.3% | +49.9% | -25.6% | +3.5% |
| 10Y | +64.6% | +144.8% | -80.2% | +5.3% |
| All | +207.4% | +142.6% | +64.8% | +85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling