+144.3%
IEMG vs TD
+389.2%
-244.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.1% |
| 7D | +1.6% | -1.9% | +3.5% | +2.7% |
| 30D | +4.6% | -1.6% | +6.2% | +5.5% |
| 3M | +4.8% | +4.6% | +0.2% | +2.0% |
| 6M | +16.8% | +26.8% | -10.0% | +1.9% |
| YTD | +24.8% | +28.3% | -3.5% | +8.0% |
| 1Y | +34.3% | +60.4% | -26.1% | +2.2% |
| 3Y | +87.0% | +125.7% | -38.8% | +15.0% |
| 5Y | +49.9% | +122.4% | -72.4% | -8.6% |
| 10Y | +144.8% | +297.1% | -152.3% | -0.4% |
| All | +144.3% | +389.2% | -244.9% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling