+140.8%
IEMG vs TAP
-49.9%
+190.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | -1.3% | -3.9% | +2.6% | -0.5% |
| 30D | +1.9% | -5.3% | +7.2% | +2.9% |
| 3M | +1.4% | -3.8% | +5.2% | +1.7% |
| 6M | +15.2% | -11.4% | +26.5% | +17.3% |
| YTD | +23.8% | -13.7% | +37.6% | +26.5% |
| 1Y | +30.7% | -17.2% | +47.8% | +34.4% |
| 3Y | +83.3% | -33.1% | +116.3% | +95.7% |
| 5Y | +48.8% | +0.8% | +48.0% | +40.5% |
| All | +140.8% | -49.9% | +190.7% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded TAP 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling