+145.6%
IEMG vs IBN
+357.4%
-211.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.8% |
| 7D | +2.8% | -2.2% | +5.0% | +3.5% |
| 30D | +4.6% | -2.3% | +6.9% | +5.3% |
| 3M | +5.5% | +15.9% | -10.4% | +0.8% |
| 6M | +19.7% | +5.6% | +14.1% | +17.6% |
| YTD | +25.5% | -0.1% | +25.6% | +25.2% |
| 1Y | +35.5% | -6.5% | +42.1% | +37.6% |
| 3Y | +88.0% | +29.3% | +58.7% | +71.3% |
| 5Y | +50.6% | +56.6% | -6.0% | +28.1% |
| 10Y | +138.4% | +314.4% | -176.0% | +44.8% |
| All | +145.6% | +357.4% | -211.8% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling