+46.2%
IBIT vs IEMG
+61.1%
-14.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.2% |
| 7D | -9.2% | +2.7% | -11.9% | -11.3% |
| 30D | -15.8% | -5.7% | -10.1% | -11.4% |
| 3M | +8.5% | -8.8% | +17.3% | +17.2% |
| 6M | -13.7% | -8.9% | -4.8% | -7.6% |
| YTD | -21.6% | +11.2% | -32.8% | -31.8% |
| 1Y | -30.0% | +12.2% | -42.2% | -39.6% |
| All | +46.2% | +61.1% | -14.9% | -16.4% |
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 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