+13.9%
IEMG vs BIDU
-34.6%
+48.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | -0.2% |
| 7D | -3.1% | +1.2% | -4.3% | -3.4% |
| 30D | -10.3% | -7.5% | -2.8% | -8.6% |
| 3M | -6.6% | -28.6% | +22.0% | +1.0% |
| 6M | -3.9% | -36.9% | +33.0% | +7.0% |
| YTD | +12.4% | -38.4% | +50.8% | +24.2% |
| 1Y | +13.9% | -35.7% | +49.5% | +25.0% |
| All | +13.9% | -34.6% | +48.5% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 1y: compounded portfolio wealth divided by compounded BIDU 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…
1y analysis · Full analysis span regression · 6 months rolling