+144.3%
IEMG vs BLDR
+1,099.0%
-954.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | +1.6% | -2.7% | +4.3% | +2.0% |
| 30D | +4.6% | -14.7% | +19.4% | +7.1% |
| 3M | +4.8% | -20.8% | +25.7% | +8.1% |
| 6M | +16.8% | -35.3% | +52.2% | +23.9% |
| YTD | +24.8% | -40.3% | +65.2% | +33.5% |
| 1Y | +34.3% | -56.3% | +90.6% | +50.1% |
| 3Y | +87.0% | -56.1% | +143.1% | +102.8% |
| 5Y | +49.9% | +12.9% | +37.0% | +36.8% |
| 10Y | +144.8% | +386.5% | -241.7% | +71.1% |
| All | +144.3% | +1,099.0% | -954.8% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling