+64.4%
IBIT vs IEMG
+79.4%
-15.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.8% |
| 7D | -3.2% | -1.3% | -1.9% | -2.2% |
| 30D | +22.0% | +1.9% | +20.0% | +19.9% |
| 3M | +21.4% | +1.4% | +20.0% | +19.1% |
| 6M | +9.2% | +15.2% | -5.9% | -6.3% |
| YTD | -11.8% | +23.8% | -35.7% | -30.0% |
| 1Y | -32.7% | +30.7% | -63.3% | -49.2% |
| All | +64.4% | +79.4% | -15.0% | -14.2% |
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