+69.2%
IEMG vs BURL
+94.4%
-25.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.4% | -1.1% |
| 7D | +5.3% | +0.4% | +4.9% | +5.2% |
| 30D | -7.2% | -4.3% | -2.8% | -6.7% |
| 3M | -8.1% | -28.8% | +20.7% | -4.4% |
| 6M | -6.7% | -12.8% | +6.1% | -5.8% |
| YTD | +11.6% | -12.8% | +24.4% | +12.8% |
| 1Y | +11.4% | -12.3% | +23.7% | +12.2% |
| All | +69.2% | +94.4% | -25.2% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling