+135.4%
IEMG vs BURL
+1,051.1%
-915.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -1.0% | +1.2% |
| 7D | +2.2% | -2.8% | +5.0% | +2.7% |
| 30D | +4.6% | -28.2% | +32.8% | +10.5% |
| 3M | +0.4% | -17.6% | +18.0% | +3.4% |
| 6M | +16.4% | -11.8% | +28.1% | +18.1% |
| YTD | +25.4% | -8.1% | +33.6% | +26.3% |
| 1Y | +38.3% | -12.0% | +50.2% | +39.5% |
| 3Y | +84.1% | +63.3% | +20.8% | +62.5% |
| 5Y | +49.0% | -10.8% | +59.8% | +41.9% |
| 10Y | +141.8% | +215.9% | -74.1% | +79.5% |
| All | +135.4% | +1,051.1% | -915.7% | +58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling