+47.0%
IEMG vs BP
+139.4%
-92.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.2% |
| 7D | -0.9% | +5.7% | -6.6% | -2.0% |
| 30D | +2.1% | +8.1% | -6.0% | +0.4% |
| 3M | +4.6% | +8.6% | -4.0% | +2.5% |
| 6M | +14.0% | +18.1% | -4.1% | +8.6% |
| YTD | +22.3% | +37.6% | -15.3% | +11.5% |
| 1Y | +30.7% | +39.4% | -8.7% | +18.4% |
| 3Y | +83.2% | +40.1% | +43.1% | +63.1% |
| 5Y | +47.0% | +141.3% | -94.3% | +9.2% |
| All | +47.0% | +139.4% | -92.4% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling