+142.3%
IEMG vs BBY
+776.5%
-634.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.7% |
| 7D | -1.3% | +0.6% | -1.9% | -1.4% |
| 30D | +1.9% | +9.4% | -7.5% | +0.2% |
| 3M | +1.4% | +19.3% | -17.9% | -1.9% |
| 6M | +15.2% | +47.9% | -32.7% | +7.0% |
| YTD | +23.8% | +39.6% | -15.7% | +15.8% |
| 1Y | +30.7% | +22.2% | +8.5% | +24.8% |
| 3Y | +83.3% | +45.0% | +38.3% | +66.0% |
| 5Y | +48.8% | +2.6% | +46.2% | +40.1% |
| 10Y | +142.8% | +250.5% | -107.7% | +90.2% |
| All | +142.3% | +776.5% | -634.2% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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