+51.6%
IEMG vs BTDR
+23.3%
+28.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | -0.4% |
| 7D | +1.6% | +14.8% | -13.2% | +0.9% |
| 30D | +4.6% | +41.8% | -37.2% | +2.8% |
| 3M | +4.8% | -29.2% | +34.0% | +5.7% |
| 6M | +16.8% | +66.2% | -49.3% | +13.9% |
| YTD | +24.8% | +10.0% | +14.9% | +23.0% |
| 1Y | +34.3% | -11.0% | +45.3% | +32.5% |
| 3Y | +87.0% | +6.9% | +80.0% | +78.0% |
| 5Y | +49.9% | +24.7% | +25.3% | +40.9% |
| All | +51.6% | +23.3% | +28.3% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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