+50.6%
IEMG vs BROS
+38.3%
+12.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.4% |
| 7D | +1.6% | -6.6% | +8.2% | +2.2% |
| 30D | +4.6% | -12.3% | +17.0% | +5.7% |
| 3M | +4.8% | -22.2% | +27.0% | +6.7% |
| 6M | +16.8% | -14.3% | +31.1% | +17.7% |
| YTD | +24.8% | -26.6% | +51.4% | +27.1% |
| 1Y | +34.3% | -31.5% | +65.8% | +37.1% |
| 3Y | +87.0% | +62.3% | +24.7% | +74.3% |
| All | +50.6% | +38.3% | +12.2% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling