+145.6%
IEMG vs BP
+139.0%
+6.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.4% | -0.7% |
| 7D | +2.8% | +0.9% | +1.9% | +2.5% |
| 30D | +4.6% | +9.1% | -4.5% | +1.5% |
| 3M | +5.5% | +3.9% | +1.6% | +3.5% |
| 6M | +19.7% | +13.6% | +6.1% | +12.9% |
| YTD | +25.5% | +34.0% | -8.5% | +11.4% |
| 1Y | +35.5% | +39.2% | -3.6% | +18.3% |
| 3Y | +88.0% | +36.4% | +51.6% | +62.3% |
| 5Y | +50.6% | +135.8% | -85.2% | +2.6% |
| 10Y | +138.4% | +125.0% | +13.3% | +53.0% |
| All | +145.6% | +139.0% | +6.6% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling