+48.3%
IEMG vs BIIB
-28.1%
+76.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -1.3% | -1.7% | +0.4% | -1.1% |
| 30D | +1.9% | +4.0% | -2.1% | +1.3% |
| 3M | +1.4% | +8.6% | -7.2% | 0.0% |
| 6M | +15.2% | +14.0% | +1.2% | +12.5% |
| YTD | +23.8% | +23.4% | +0.4% | +19.3% |
| 1Y | +30.7% | +45.9% | -15.2% | +22.5% |
| 3Y | +83.3% | -16.1% | +99.4% | +83.1% |
| All | +48.3% | -28.1% | +76.4% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 5y: compounded portfolio wealth divided by compounded BIIB 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…
5y analysis · Full analysis span regression · 6 months rolling