+145.4%
IEMG vs BUD
+27.0%
+118.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +2.2% | +0.3% | +2.0% | +2.1% |
| 30D | +4.6% | -5.7% | +10.3% | +6.8% |
| 3M | +0.4% | +3.1% | -2.7% | -1.3% |
| 6M | +16.4% | +7.9% | +8.5% | +12.4% |
| YTD | +25.4% | +27.3% | -1.9% | +13.7% |
| 1Y | +38.3% | +37.8% | +0.5% | +21.4% |
| 3Y | +84.1% | +49.8% | +34.2% | +53.4% |
| 5Y | +49.0% | +43.8% | +5.2% | +23.7% |
| 10Y | +141.8% | -22.6% | +164.5% | +142.0% |
| All | +145.4% | +27.0% | +118.4% | +101.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling