+13.9%
IEMG vs BAH
+6.2%
+7.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +1.1% |
| 7D | -3.1% | +5.8% | -8.9% | -2.5% |
| 30D | -10.3% | +28.7% | -39.0% | -7.9% |
| 3M | -6.6% | +20.9% | -27.5% | -4.5% |
| 6M | -3.9% | +15.2% | -19.0% | -1.0% |
| YTD | +12.4% | +7.1% | +5.3% | +14.8% |
| 1Y | +13.9% | +6.4% | +7.5% | +16.8% |
| All | +13.9% | +6.2% | +7.7% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling