+109.6%
IEMG vs BURL
+252.7%
-143.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.4% |
| 7D | -2.8% | +4.1% | -6.8% | -3.5% |
| 30D | -12.0% | -9.5% | -2.5% | -10.5% |
| 3M | -9.0% | -33.5% | +24.5% | -2.5% |
| 6M | -11.8% | -22.1% | +10.3% | -8.6% |
| YTD | +8.3% | -14.6% | +22.8% | +10.2% |
| 1Y | +9.6% | -8.4% | +18.0% | +9.7% |
| 3Y | +62.3% | +86.6% | -24.3% | +38.0% |
| 5Y | +33.5% | -17.2% | +50.7% | +29.1% |
| All | +109.6% | +252.7% | -143.1% | +56.3% |
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