+35.5%
IEMG vs BURL
-12.4%
+47.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.5% |
| 7D | +2.8% | -2.6% | +5.4% | +3.1% |
| 30D | +4.6% | -30.8% | +35.4% | +9.7% |
| 3M | +5.5% | -18.7% | +24.2% | +7.8% |
| 6M | +19.7% | -16.4% | +36.1% | +21.8% |
| YTD | +25.5% | -11.6% | +37.1% | +27.0% |
| 1Y | +35.5% | -12.0% | +47.5% | +33.6% |
| All | +35.5% | -12.4% | +47.9% | +33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling