-2.8%
BSX vs IEMG
+48.5%
-51.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | -10.1% | -1.3% | -8.8% | -9.7% |
| 30D | -16.4% | +1.9% | -18.3% | -16.9% |
| 3M | -8.9% | +1.4% | -10.3% | -9.8% |
| 6M | -38.3% | +15.2% | -53.4% | -42.6% |
| YTD | -54.9% | +23.8% | -78.7% | -59.5% |
| 1Y | -58.8% | +30.7% | -89.5% | -64.0% |
| 3Y | -21.2% | +83.3% | -104.5% | -42.5% |
| All | -2.8% | +48.5% | -51.3% | -18.3% |
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