+142.3%
IEMG vs TDY
+861.6%
-719.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.7% |
| 7D | -1.3% | -1.1% | -0.2% | -0.8% |
| 30D | +1.9% | -12.0% | +14.0% | +7.3% |
| 3M | +1.4% | -3.2% | +4.6% | +2.7% |
| 6M | +15.2% | -7.9% | +23.0% | +18.9% |
| YTD | +23.8% | +18.2% | +5.6% | +15.4% |
| 1Y | +30.7% | +6.7% | +24.0% | +26.5% |
| 3Y | +83.3% | +47.5% | +35.7% | +52.9% |
| 5Y | +48.8% | +39.5% | +9.3% | +24.6% |
| 10Y | +142.8% | +477.2% | -334.4% | -0.9% |
| All | +142.3% | +861.6% | -719.3% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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