+49.9%
IEMG vs IBB
+20.0%
+30.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.1% |
| 7D | +1.6% | -3.9% | +5.5% | +3.4% |
| 30D | +4.6% | +2.7% | +1.9% | +3.2% |
| 3M | +4.8% | +21.4% | -16.5% | -4.4% |
| 6M | +16.8% | +20.1% | -3.2% | +7.0% |
| YTD | +24.8% | +21.9% | +3.0% | +13.4% |
| 1Y | +34.3% | +44.1% | -9.8% | +13.0% |
| 3Y | +87.0% | +63.4% | +23.6% | +46.4% |
| 5Y | +49.9% | +19.8% | +30.2% | +28.2% |
| All | +49.9% | +20.0% | +30.0% | +28.2% |
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