+145.6%
IEMG vs BBWI
-15.5%
+161.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.5% |
| 7D | +2.8% | +1.6% | +1.2% | +2.6% |
| 30D | +4.6% | -6.2% | +10.9% | +5.3% |
| 3M | +5.5% | +4.3% | +1.2% | +4.3% |
| 6M | +19.7% | -7.2% | +26.9% | +19.5% |
| YTD | +25.5% | -3.0% | +28.5% | +24.1% |
| 1Y | +35.5% | -30.8% | +66.3% | +39.3% |
| 3Y | +88.0% | -43.4% | +131.4% | +93.1% |
| 5Y | +50.6% | -66.7% | +117.3% | +62.2% |
| 10Y | +138.4% | -55.7% | +194.0% | +126.5% |
| All | +145.6% | -15.5% | +161.1% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling