+145.6%
IEMG vs BIL
+25.0%
+120.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | +4.6% | +0.3% | +4.4% | +4.4% |
| 3M | +5.5% | +0.9% | +4.6% | +4.8% |
| 6M | +19.7% | +1.8% | +17.9% | +17.7% |
| YTD | +25.5% | +2.5% | +23.1% | +22.4% |
| 1Y | +35.5% | +3.7% | +31.8% | +30.2% |
| 3Y | +88.0% | +14.1% | +73.9% | +55.4% |
| 5Y | +50.6% | +19.4% | +31.2% | +15.0% |
| 10Y | +138.4% | +25.3% | +113.1% | +72.4% |
| All | +145.6% | +25.0% | +120.6% | +77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling