+134.3%
IEMG vs PBF
+317.1%
-182.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.3% |
| 7D | +2.8% | +2.4% | +0.4% | +2.5% |
| 30D | +4.6% | +24.9% | -20.2% | +2.1% |
| 3M | +5.5% | +81.9% | -76.4% | -1.5% |
| 6M | +19.7% | +79.4% | -59.7% | +10.8% |
| YTD | +25.5% | +188.3% | -162.8% | +9.5% |
| 1Y | +35.5% | +177.3% | -141.7% | +18.0% |
| 3Y | +88.0% | +56.0% | +32.0% | +70.1% |
| 5Y | +50.6% | +804.0% | -753.4% | +4.6% |
| 10Y | +138.4% | +334.1% | -195.7% | +56.4% |
| All | +134.3% | +317.1% | -182.8% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling