+81.3%
IEMG vs TE
-49.8%
+131.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.4% | -0.3% |
| 7D | +1.6% | +15.0% | -13.4% | +0.6% |
| 30D | +4.6% | -7.5% | +12.2% | +5.0% |
| 3M | +4.8% | -42.0% | +46.8% | +7.8% |
| 6M | +16.8% | -31.4% | +48.3% | +17.5% |
| YTD | +24.8% | -26.5% | +51.3% | +24.2% |
| 1Y | +34.3% | +153.1% | -118.8% | +21.4% |
| 3Y | +87.0% | -20.7% | +107.6% | +75.4% |
| 5Y | +49.9% | -45.4% | +95.4% | +40.3% |
| All | +81.3% | -49.8% | +131.1% | +67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling