+48.3%
IEMG vs BNS
+94.7%
-46.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +0.9% |
| 7D | -1.3% | -0.4% | -0.9% | -1.1% |
| 30D | +1.9% | +3.5% | -1.5% | 0.0% |
| 3M | +1.4% | +14.1% | -12.6% | -5.5% |
| 6M | +15.2% | +33.8% | -18.6% | -1.1% |
| YTD | +23.8% | +29.5% | -5.6% | +8.0% |
| 1Y | +30.7% | +48.4% | -17.7% | +6.3% |
| 3Y | +83.3% | +129.6% | -46.3% | +18.2% |
| All | +48.3% | +94.7% | -46.4% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 5y: compounded portfolio wealth divided by compounded BNS 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…
5y analysis · Full analysis span regression · 6 months rolling