+661.1%
BX vs IEMG
+145.8%
+515.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +1.3% |
| 7D | -5.6% | -1.3% | -4.3% | -4.4% |
| 30D | -12.2% | +1.9% | -14.1% | -13.9% |
| 3M | +7.4% | +1.4% | +6.0% | +4.7% |
| 6M | +22.2% | +15.2% | +7.0% | +3.5% |
| YTD | -14.0% | +23.8% | -37.8% | -32.6% |
| 1Y | -27.3% | +30.7% | -57.9% | -46.2% |
| 3Y | +24.5% | +83.3% | -58.7% | -34.8% |
| 5Y | +18.9% | +48.8% | -29.9% | -22.6% |
| All | +661.1% | +145.8% | +515.2% | +225.2% |
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