+38.3%
IEMG vs BB
+105.3%
-67.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +2.2% | -5.6% | +7.9% | +2.9% |
| 30D | +4.6% | -11.8% | +16.4% | +6.0% |
| 3M | +0.4% | -25.5% | +25.9% | +3.0% |
| 6M | +16.4% | +121.3% | -104.9% | +6.5% |
| YTD | +25.4% | +103.2% | -77.7% | +15.7% |
| 1Y | +38.3% | +102.6% | -64.4% | +31.9% |
| All | +38.3% | +105.3% | -67.1% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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