+142.3%
IEMG vs BNY
+822.2%
-679.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | -1.3% | 0.0% | -0.8% |
| 30D | +1.9% | -0.2% | +2.1% | +1.9% |
| 3M | +1.4% | +14.9% | -13.5% | -4.2% |
| 6M | +15.2% | +40.0% | -24.8% | +0.7% |
| YTD | +23.8% | +42.0% | -18.2% | +7.4% |
| 1Y | +30.7% | +56.9% | -26.2% | +8.9% |
| 3Y | +83.3% | +289.9% | -206.6% | +5.1% |
| 5Y | +48.8% | +259.2% | -210.4% | -14.0% |
| 10Y | +142.8% | +413.3% | -270.5% | +10.1% |
| All | +142.3% | +822.2% | -679.9% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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