+140.8%
IEMG vs BAX
-38.1%
+178.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.6% |
| 7D | -1.3% | -7.9% | +6.6% | +0.5% |
| 30D | +1.9% | -11.7% | +13.6% | +4.7% |
| 3M | +1.4% | +16.2% | -14.8% | -2.7% |
| 6M | +15.2% | +32.0% | -16.8% | +6.8% |
| YTD | +23.8% | +24.7% | -0.9% | +15.4% |
| 1Y | +30.7% | -2.6% | +33.3% | +28.8% |
| 3Y | +83.3% | -35.0% | +118.3% | +94.8% |
| 5Y | +48.8% | -67.6% | +116.3% | +96.6% |
| All | +140.8% | -38.1% | +178.9% | +142.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling