+47.0%
IEMG vs BBWI
-69.5%
+116.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.8% |
| 7D | -0.9% | -8.0% | +7.1% | +0.1% |
| 30D | +2.1% | -6.6% | +8.7% | +2.7% |
| 3M | +4.6% | -2.7% | +7.3% | +4.3% |
| 6M | +14.0% | -12.8% | +26.8% | +14.8% |
| YTD | +22.3% | -10.5% | +32.8% | +22.2% |
| 1Y | +30.7% | -35.3% | +66.0% | +35.6% |
| 3Y | +83.2% | -47.7% | +130.9% | +89.8% |
| 5Y | +47.0% | -68.9% | +115.9% | +60.9% |
| All | +47.0% | -69.5% | +116.5% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling