+13.9%
IEMG vs BROS
-18.6%
+32.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | -3.1% | +2.5% | -5.6% | -3.4% |
| 30D | -10.3% | +15.1% | -25.4% | -11.9% |
| 3M | -6.6% | -31.4% | +24.8% | -2.1% |
| 6M | -3.9% | -22.6% | +18.7% | -2.0% |
| YTD | +12.4% | -28.1% | +40.5% | +13.1% |
| 1Y | +13.9% | -20.3% | +34.2% | +13.3% |
| All | +13.9% | -18.6% | +32.5% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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