+135.2%
IEMG vs BURL
+254.9%
-119.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.1% |
| 7D | +0.7% | -0.8% | +1.5% | +0.9% |
| 30D | -6.4% | -4.4% | -2.0% | -5.7% |
| 3M | -5.5% | -28.6% | +23.0% | -0.1% |
| 6M | -8.3% | -12.3% | +4.0% | -6.9% |
| YTD | +13.2% | -11.3% | +24.4% | +14.4% |
| 1Y | +13.0% | -10.4% | +23.4% | +13.6% |
| 3Y | +71.6% | +96.1% | -24.5% | +44.6% |
| 5Y | +37.1% | -5.0% | +42.2% | +28.9% |
| 10Y | +135.2% | +251.8% | -116.6% | +75.9% |
| All | +135.2% | +254.9% | -119.7% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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