+145.6%
IEMG vs BN
+498.4%
-352.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.6% | +1.2% |
| 7D | +2.8% | -1.2% | +4.0% | +3.3% |
| 30D | +4.6% | -10.9% | +15.6% | +9.9% |
| 3M | +5.5% | -11.1% | +16.6% | +10.8% |
| 6M | +19.7% | -4.4% | +24.1% | +21.5% |
| YTD | +25.5% | -14.1% | +39.7% | +32.9% |
| 1Y | +35.5% | -11.1% | +46.6% | +40.8% |
| 3Y | +88.0% | +75.6% | +12.4% | +38.9% |
| 5Y | +50.6% | +35.8% | +14.8% | +21.8% |
| 10Y | +138.4% | +261.6% | -123.2% | +9.5% |
| All | +145.6% | +498.4% | -352.8% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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