+13.9%
IEMG vs PBF
+120.1%
-106.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.7% | +7.6% | +0.5% |
| 7D | -3.1% | -0.9% | -2.2% | -3.1% |
| 30D | -10.3% | -13.7% | +3.4% | -10.9% |
| 3M | -6.6% | +10.6% | -17.2% | -5.6% |
| 6M | -3.9% | +61.2% | -65.0% | +1.3% |
| YTD | +12.4% | +172.7% | -160.3% | +14.7% |
| 1Y | +13.9% | +111.0% | -97.1% | +18.9% |
| All | +13.9% | +120.1% | -106.2% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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