+55.6%
IEMG vs BIYA
-99.8%
+155.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.2% |
| 7D | -1.3% | -1.8% | +0.5% | -1.3% |
| 30D | +1.9% | -17.5% | +19.4% | +1.9% |
| 3M | +1.4% | -78.0% | +79.4% | +1.0% |
| 6M | +15.2% | -89.5% | +104.6% | +15.6% |
| YTD | +23.8% | -94.3% | +118.1% | +24.5% |
| 1Y | +30.7% | -98.6% | +129.2% | +33.3% |
| All | +55.6% | -99.8% | +155.4% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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