+24.5%
BX vs IEMG
+83.7%
-59.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +1.6% |
| 7D | -5.6% | -1.3% | -4.3% | -4.7% |
| 30D | -12.2% | +1.9% | -14.1% | -13.5% |
| 3M | +7.4% | +1.4% | +6.0% | +5.4% |
| 6M | +22.2% | +15.2% | +7.0% | +5.6% |
| YTD | -14.0% | +23.8% | -37.8% | -31.4% |
| 1Y | -27.3% | +30.7% | -57.9% | -45.4% |
| 3Y | +24.5% | +83.3% | -58.7% | -39.1% |
| All | +24.5% | +83.7% | -59.1% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling