+140.8%
IEMG vs BB
+1.6%
+139.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.0% |
| 7D | -1.3% | -0.4% | -0.9% | -1.2% |
| 30D | +1.9% | -12.5% | +14.5% | +3.5% |
| 3M | +1.4% | -17.4% | +18.9% | +3.0% |
| 6M | +15.2% | +119.1% | -104.0% | +3.0% |
| YTD | +23.8% | +102.4% | -78.6% | +11.7% |
| 1Y | +30.7% | +98.2% | -67.5% | +17.6% |
| 3Y | +83.3% | +46.9% | +36.3% | +65.1% |
| 5Y | +48.8% | -26.4% | +75.2% | +41.1% |
| All | +140.8% | +1.6% | +139.2% | +79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling