+47.0%
IEMG vs BUD
+44.8%
+2.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -0.9% | -3.2% | +2.3% | +0.1% |
| 30D | +2.1% | -3.7% | +5.8% | +3.2% |
| 3M | +4.6% | -4.4% | +9.0% | +5.6% |
| 6M | +14.0% | +7.7% | +6.3% | +10.6% |
| YTD | +22.3% | +23.1% | -0.7% | +13.7% |
| 1Y | +30.7% | +33.6% | -2.9% | +18.2% |
| 3Y | +83.2% | +44.7% | +38.5% | +58.0% |
| 5Y | +47.0% | +44.9% | +2.0% | +24.7% |
| All | +47.0% | +44.8% | +2.2% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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