+38.3%
IEMG vs IBB
+51.5%
-13.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.5% | +2.0% |
| 7D | +2.2% | +1.4% | +0.8% | +1.6% |
| 30D | +4.6% | +10.5% | -5.9% | -0.1% |
| 3M | +0.4% | +23.6% | -23.3% | -9.6% |
| 6M | +16.4% | +22.6% | -6.3% | +4.6% |
| YTD | +25.4% | +25.7% | -0.2% | +11.9% |
| 1Y | +38.3% | +51.4% | -13.1% | +16.6% |
| All | +38.3% | +51.5% | -13.2% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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