+34.7%
IEMG vs BURL
-10.8%
+45.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.1% |
| 7D | +2.7% | -1.6% | +4.3% | +2.9% |
| 30D | -5.7% | -7.7% | +2.0% | -4.7% |
| 3M | -8.8% | -31.7% | +22.9% | -4.2% |
| 6M | -8.9% | -15.2% | +6.3% | -7.5% |
| YTD | +11.2% | -15.9% | +27.1% | +13.0% |
| 1Y | +12.2% | -14.2% | +26.4% | +13.4% |
| 3Y | +68.5% | +93.5% | -25.0% | +49.4% |
| All | +34.7% | -10.8% | +45.5% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling