+83.3%
IEMG vs BLDR
-57.1%
+140.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.9% |
| 7D | -1.3% | -8.2% | +6.9% | -0.1% |
| 30D | +1.9% | -16.6% | +18.5% | +4.6% |
| 3M | +1.4% | -23.2% | +24.6% | +4.9% |
| 6M | +15.2% | -33.7% | +48.9% | +21.2% |
| YTD | +23.8% | -41.3% | +65.1% | +31.9% |
| 1Y | +30.7% | -58.8% | +89.5% | +45.6% |
| 3Y | +83.3% | -57.5% | +140.7% | +92.8% |
| All | +83.3% | -57.1% | +140.4% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 3y: compounded portfolio wealth divided by compounded BLDR 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…
3y analysis · Full analysis span regression · 6 months rolling