+34.7%
IEMG vs IBB
+39.3%
-4.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +2.7% | -0.5% | +3.2% | +3.0% |
| 30D | -5.7% | +4.6% | -10.3% | -7.5% |
| 3M | -8.8% | +6.8% | -15.6% | -11.7% |
| 6M | -8.9% | +23.1% | -32.0% | -17.6% |
| YTD | +11.2% | +26.0% | -14.8% | -0.6% |
| 1Y | +12.2% | +30.4% | -18.2% | -1.3% |
| 3Y | +68.5% | +85.4% | -16.9% | +24.2% |
| All | +34.7% | +39.3% | -4.6% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling