+81.1%
IEMG vs BROS
+57.4%
+23.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.7% |
| 7D | -0.9% | -6.1% | +5.2% | -0.3% |
| 30D | +2.1% | -12.4% | +14.5% | +3.3% |
| 3M | +4.6% | -27.9% | +32.5% | +7.4% |
| 6M | +14.0% | -16.8% | +30.8% | +15.2% |
| YTD | +22.3% | -29.0% | +51.4% | +25.0% |
| 1Y | +30.7% | -33.2% | +63.9% | +33.8% |
| All | +81.1% | +57.4% | +23.7% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling