+13.9%
IEMG vs BAX
+46.0%
-32.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | +0.5% |
| 7D | -3.1% | +4.1% | -7.2% | -3.5% |
| 30D | -10.3% | +9.4% | -19.8% | -11.2% |
| 3M | -6.6% | -6.5% | -0.1% | -6.1% |
| 6M | -3.9% | +59.6% | -63.5% | -10.0% |
| YTD | +12.4% | +38.9% | -26.5% | +6.5% |
| 1Y | +13.9% | +48.0% | -34.1% | +7.7% |
| All | +13.9% | +46.0% | -32.2% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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