+48.3%
IEMG vs TE
-48.1%
+96.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +1.2% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | +1.9% | -5.9% | +7.8% | +2.2% |
| 3M | +1.4% | -45.6% | +47.0% | +4.7% |
| 6M | +15.2% | -43.4% | +58.5% | +17.3% |
| YTD | +23.8% | -31.0% | +54.8% | +23.7% |
| 1Y | +30.7% | +145.2% | -114.6% | +18.2% |
| 3Y | +83.3% | -24.1% | +107.3% | +73.8% |
| All | +48.3% | -48.1% | +96.4% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 5y: compounded portfolio wealth divided by compounded TE 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…
5y analysis · Full analysis span regression · 6 months rolling