+140.8%
IEMG vs IBN
+324.2%
-183.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.6% |
| 7D | -1.3% | -3.0% | +1.7% | -0.4% |
| 30D | +1.9% | -1.5% | +3.4% | +2.3% |
| 3M | +1.4% | +7.9% | -6.5% | -1.1% |
| 6M | +15.2% | +8.6% | +6.5% | +12.1% |
| YTD | +23.8% | -0.6% | +24.4% | +23.6% |
| 1Y | +30.7% | -7.3% | +38.0% | +33.0% |
| 3Y | +83.3% | +26.2% | +57.1% | +67.7% |
| 5Y | +48.8% | +57.8% | -9.1% | +25.5% |
| All | +140.8% | +324.2% | -183.4% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling