+6.5%
IEMG vs BRO
-4.7%
+11.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.4% |
| 7D | -7.4% | +9.9% | -17.3% | -4.7% |
| 30D | -14.9% | +22.3% | -37.2% | -9.3% |
| 3M | -11.6% | +5.3% | -16.9% | -9.8% |
| 6M | -11.1% | +30.3% | -41.4% | -3.7% |
| YTD | +6.0% | -5.7% | +11.8% | +9.8% |
| 1Y | +6.5% | -3.5% | +10.0% | +10.6% |
| All | +6.5% | -4.7% | +11.2% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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