+140.8%
IEMG vs BAH
+207.9%
-67.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -1.3% | +4.3% | -5.5% | -1.8% |
| 30D | +1.9% | -2.5% | +4.4% | +2.2% |
| 3M | +1.4% | -0.9% | +2.4% | +1.3% |
| 6M | +15.2% | +1.5% | +13.7% | +14.3% |
| YTD | +23.8% | -8.0% | +31.8% | +24.0% |
| 1Y | +30.7% | -24.7% | +55.4% | +34.9% |
| 3Y | +83.3% | -28.4% | +111.7% | +84.5% |
| 5Y | +48.8% | +2.8% | +46.0% | +35.2% |
| All | +140.8% | +207.9% | -67.2% | +82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling