+48.3%
IEMG vs BWA
+87.2%
-38.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +0.8% |
| 7D | -1.3% | -1.3% | 0.0% | -0.9% |
| 30D | +1.9% | -2.9% | +4.9% | +2.7% |
| 3M | +1.4% | -10.7% | +12.1% | +4.5% |
| 6M | +15.2% | +26.5% | -11.3% | +7.6% |
| YTD | +23.8% | +49.1% | -25.3% | +9.4% |
| 1Y | +30.7% | +52.1% | -21.4% | +14.5% |
| 3Y | +83.3% | +72.6% | +10.7% | +51.1% |
| All | +48.3% | +87.2% | -38.9% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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