+140.8%
IEMG vs BIL
+25.3%
+115.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | +0.1% | -1.3% | -1.3% |
| 30D | +1.9% | +0.3% | +1.6% | +1.9% |
| 3M | +1.4% | +0.9% | +0.5% | +1.2% |
| 6M | +15.2% | +1.8% | +13.3% | +14.0% |
| YTD | +23.8% | +2.5% | +21.3% | +21.6% |
| 1Y | +30.7% | +3.7% | +27.0% | +26.6% |
| 3Y | +83.3% | +14.1% | +69.2% | +50.8% |
| 5Y | +48.8% | +19.5% | +29.3% | +11.3% |
| All | +140.8% | +25.3% | +115.5% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling