+49.3%
IEMG vs BROS
+35.1%
+14.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +1.1% |
| 7D | -1.3% | -5.8% | +4.5% | -0.8% |
| 30D | +1.9% | -14.0% | +15.9% | +3.2% |
| 3M | +1.4% | -32.5% | +33.9% | +4.5% |
| 6M | +15.2% | -14.9% | +30.1% | +16.1% |
| YTD | +23.8% | -28.3% | +52.1% | +26.3% |
| 1Y | +30.7% | -34.0% | +64.6% | +33.8% |
| 3Y | +83.3% | +63.0% | +20.3% | +70.8% |
| All | +49.3% | +35.1% | +14.2% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling