-58.8%
BSX vs IEMG
+31.6%
-90.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.3% |
| 7D | -10.1% | -1.3% | -8.8% | -10.0% |
| 30D | -16.4% | +1.9% | -18.3% | -16.4% |
| 3M | -8.9% | +1.4% | -10.3% | -9.1% |
| 6M | -38.3% | +15.2% | -53.4% | -40.5% |
| YTD | -54.9% | +23.8% | -78.7% | -56.8% |
| 1Y | -58.8% | +30.7% | -89.5% | -60.1% |
| All | -58.8% | +31.6% | -90.4% | -60.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling