+83.3%
IEMG vs TD
+127.3%
-44.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.9% |
| 7D | -1.3% | -0.5% | -0.7% | -1.1% |
| 30D | +1.9% | -1.9% | +3.8% | +2.7% |
| 3M | +1.4% | +4.8% | -3.3% | -0.7% |
| 6M | +15.2% | +28.0% | -12.8% | +3.7% |
| YTD | +23.8% | +30.3% | -6.5% | +10.7% |
| 1Y | +30.7% | +59.8% | -29.1% | +8.5% |
| 3Y | +83.3% | +124.7% | -41.4% | +33.3% |
| All | +83.3% | +127.3% | -44.1% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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