+84.8%
IEMG vs TAP
-33.0%
+117.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | +1.6% | -5.1% | +6.7% | +1.7% |
| 30D | +4.6% | -8.4% | +13.1% | +4.8% |
| 3M | +4.8% | -3.9% | +8.8% | +4.8% |
| 6M | +16.8% | -14.4% | +31.2% | +17.8% |
| YTD | +24.8% | -14.7% | +39.6% | +25.7% |
| 1Y | +34.3% | -18.7% | +53.0% | +36.0% |
| All | +84.8% | -33.0% | +117.8% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling