+14.0%
IEMG vs BND
-2.2%
+16.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | +0.5% |
| 7D | -0.9% | -0.9% | +0.1% | +2.8% |
| 30D | +2.1% | -1.0% | +3.1% | +5.9% |
| 3M | +4.6% | -1.2% | +5.8% | +9.4% |
| 6M | +14.0% | -2.0% | +16.0% | +24.5% |
| All | +14.0% | -2.2% | +16.3% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 6mo: compounded portfolio wealth divided by compounded BND 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…
6mo analysis · Full analysis span regression · 6 months rolling