+81.0%
BSX vs IEMG
+145.8%
-64.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.9% |
| 7D | -10.1% | -1.3% | -8.8% | -9.4% |
| 30D | -16.4% | +1.9% | -18.3% | -17.3% |
| 3M | -8.9% | +1.4% | -10.3% | -10.4% |
| 6M | -38.3% | +15.2% | -53.4% | -44.4% |
| YTD | -54.9% | +23.8% | -78.7% | -61.3% |
| 1Y | -58.8% | +30.7% | -89.5% | -65.9% |
| 3Y | -21.2% | +83.3% | -104.5% | -48.4% |
| 5Y | -3.3% | +48.8% | -52.1% | -27.5% |
| All | +81.0% | +145.8% | -64.8% | -4.0% |
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