+140.8%
IEMG vs BRKR
+155.3%
-14.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | -1.3% | -8.7% | +7.4% | +0.6% |
| 30D | +1.9% | -9.9% | +11.8% | +4.1% |
| 3M | +1.4% | -3.1% | +4.5% | +0.6% |
| 6M | +15.2% | +45.5% | -30.3% | +2.9% |
| YTD | +23.8% | +13.7% | +10.1% | +16.5% |
| 1Y | +30.7% | +67.4% | -36.8% | +10.9% |
| 3Y | +83.3% | -13.2% | +96.5% | +74.6% |
| 5Y | +48.8% | -39.5% | +88.2% | +54.0% |
| All | +140.8% | +155.3% | -14.6% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling