+750.1%
BSX vs IEMG
+137.7%
+612.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.0% |
| 7D | -8.2% | -0.9% | -7.3% | -7.7% |
| 30D | -15.8% | +2.1% | -17.9% | -16.8% |
| 3M | -10.8% | +4.6% | -15.4% | -14.0% |
| 6M | -38.4% | +14.0% | -52.4% | -44.1% |
| YTD | -54.8% | +22.3% | -77.1% | -60.8% |
| 1Y | -59.0% | +30.7% | -89.7% | -65.9% |
| 3Y | -20.0% | +83.2% | -103.2% | -46.6% |
| 5Y | -3.1% | +47.0% | -50.0% | -26.3% |
| 10Y | +83.3% | +139.9% | -56.5% | +0.1% |
| All | +750.1% | +137.7% | +612.4% | +346.4% |
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