+83.3%
IEMG vs PBF
+59.1%
+24.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.2% |
| 7D | -1.3% | +5.3% | -6.6% | -1.5% |
| 30D | +1.9% | +11.7% | -9.8% | +1.5% |
| 3M | +1.4% | +91.1% | -89.7% | -1.1% |
| 6M | +15.2% | +88.4% | -73.3% | +11.7% |
| YTD | +23.8% | +194.1% | -170.2% | +14.7% |
| 1Y | +30.7% | +180.4% | -149.8% | +21.0% |
| 3Y | +83.3% | +59.3% | +24.0% | +67.1% |
| All | +83.3% | +59.1% | +24.2% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling