+142.3%
IEMG vs BDX
+287.3%
-145.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -1.3% | -3.2% | +1.9% | -0.3% |
| 30D | +1.9% | -2.5% | +4.5% | +2.7% |
| 3M | +1.4% | +21.4% | -20.0% | -5.1% |
| 6M | +15.2% | +10.4% | +4.8% | +10.9% |
| YTD | +23.8% | +18.8% | +5.0% | +16.1% |
| 1Y | +30.7% | +21.7% | +9.0% | +21.2% |
| 3Y | +83.3% | -10.0% | +93.2% | +85.3% |
| 5Y | +48.8% | -1.8% | +50.6% | +42.9% |
| 10Y | +142.8% | +58.8% | +84.0% | +75.4% |
| All | +142.3% | +287.3% | -145.0% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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