+144.3%
IEMG vs BTI
+147.9%
-3.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | 0.0% |
| 7D | +1.6% | -2.4% | +4.0% | +2.4% |
| 30D | +4.6% | -4.8% | +9.4% | +6.3% |
| 3M | +4.8% | -8.1% | +13.0% | +7.1% |
| 6M | +16.8% | -4.2% | +21.0% | +17.1% |
| YTD | +24.8% | -1.3% | +26.1% | +23.6% |
| 1Y | +34.3% | +2.1% | +32.2% | +31.0% |
| 3Y | +87.0% | +108.9% | -22.0% | +36.4% |
| 5Y | +49.9% | +114.5% | -64.5% | +6.6% |
| 10Y | +144.8% | +72.2% | +72.5% | +81.5% |
| All | +144.3% | +147.9% | -3.6% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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