+145.6%
IEMG vs TAP
+26.3%
+119.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.9% |
| 7D | +2.8% | -2.3% | +5.1% | +3.3% |
| 30D | +4.6% | -9.4% | +14.0% | +6.8% |
| 3M | +5.5% | -0.8% | +6.3% | +5.1% |
| 6M | +19.7% | -14.7% | +34.4% | +23.2% |
| YTD | +25.5% | -13.9% | +39.5% | +28.5% |
| 1Y | +35.5% | -18.6% | +54.1% | +40.2% |
| 3Y | +88.0% | -32.0% | +120.0% | +100.6% |
| 5Y | +50.6% | -1.0% | +51.6% | +42.8% |
| 10Y | +138.4% | -51.4% | +189.7% | +160.4% |
| All | +145.6% | +26.3% | +119.3% | +95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling