+140.8%
IEMG vs BTG
+159.3%
-18.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | -1.3% | -3.8% | +2.5% | -0.8% |
| 30D | +1.9% | +3.6% | -1.7% | +1.4% |
| 3M | +1.4% | +32.0% | -30.6% | -2.6% |
| 6M | +15.2% | +3.4% | +11.8% | +13.6% |
| YTD | +23.8% | +20.8% | +3.0% | +19.5% |
| 1Y | +30.7% | +22.4% | +8.2% | +25.3% |
| 3Y | +83.3% | +91.7% | -8.4% | +64.2% |
| 5Y | +48.8% | +79.0% | -30.2% | +32.9% |
| All | +140.8% | +159.3% | -18.5% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling