+140.8%
IEMG vs BBWI
-55.0%
+195.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.4% | -5.2% | +0.4% |
| 7D | -1.3% | -4.8% | +3.5% | -0.7% |
| 30D | +1.9% | +3.5% | -1.6% | +1.2% |
| 3M | +1.4% | -0.3% | +1.7% | +0.8% |
| 6M | +15.2% | -5.4% | +20.5% | +14.7% |
| YTD | +23.8% | -4.7% | +28.5% | +22.8% |
| 1Y | +30.7% | -30.5% | +61.1% | +33.9% |
| 3Y | +83.3% | -44.3% | +127.6% | +88.4% |
| 5Y | +48.8% | -66.9% | +115.6% | +59.2% |
| All | +140.8% | -55.0% | +195.7% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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