+144.3%
IEMG vs BND
+26.1%
+118.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +1.6% | -0.1% | +1.8% | +1.7% |
| 30D | +4.6% | -0.2% | +4.9% | +4.8% |
| 3M | +4.8% | -0.7% | +5.5% | +5.2% |
| 6M | +16.8% | -1.7% | +18.5% | +17.9% |
| YTD | +24.8% | -0.5% | +25.4% | +25.4% |
| 1Y | +34.3% | +0.4% | +33.9% | +34.3% |
| 3Y | +87.0% | +13.1% | +73.8% | +77.6% |
| 5Y | +49.9% | -2.1% | +52.0% | +48.3% |
| 10Y | +144.8% | +15.7% | +129.1% | +140.7% |
| All | +144.3% | +26.1% | +118.2% | +125.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling