+30.7%
IEMG vs BP
+40.7%
-10.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | +5.2% | -6.5% | -0.9% |
| 30D | +1.9% | +8.7% | -6.8% | +2.6% |
| 3M | +1.4% | +9.3% | -7.9% | +2.5% |
| 6M | +15.2% | +13.6% | +1.6% | +14.5% |
| YTD | +23.8% | +37.7% | -13.8% | +19.7% |
| 1Y | +30.7% | +40.6% | -10.0% | +25.4% |
| All | +30.7% | +40.7% | -10.1% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling