+139.4%
IEMG vs BHP
+210.5%
-71.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.3% | +0.2% |
| 7D | -0.9% | -3.7% | +2.9% | +0.7% |
| 30D | +2.1% | -0.8% | +3.0% | +2.3% |
| 3M | +4.6% | +7.6% | -3.0% | +1.0% |
| 6M | +14.0% | +20.8% | -6.8% | +4.9% |
| YTD | +22.3% | +50.8% | -28.4% | +2.4% |
| 1Y | +30.7% | +70.9% | -40.2% | +3.6% |
| 3Y | +83.2% | +78.0% | +5.2% | +40.3% |
| 5Y | +47.0% | +113.1% | -66.1% | +0.7% |
| 10Y | +139.9% | +483.0% | -343.2% | +2.8% |
| All | +139.4% | +210.5% | -71.2% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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