+139.4%
IEMG vs BNS
+231.0%
-91.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.5% |
| 7D | -0.9% | -2.2% | +1.3% | +0.4% |
| 30D | +2.1% | +4.5% | -2.4% | -0.7% |
| 3M | +4.6% | +14.9% | -10.3% | -3.8% |
| 6M | +14.0% | +32.5% | -18.4% | -3.3% |
| YTD | +22.3% | +28.6% | -6.3% | +5.4% |
| 1Y | +30.7% | +48.4% | -17.7% | +3.6% |
| 3Y | +83.2% | +130.8% | -47.6% | +11.0% |
| 5Y | +47.0% | +94.8% | -47.8% | -2.9% |
| 10Y | +139.9% | +184.3% | -44.5% | +22.5% |
| All | +139.4% | +231.0% | -91.7% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling