+47.0%
IEMG vs TECH
-42.4%
+89.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | +2.1% | 0.0% | +2.1% | +2.1% |
| 3M | +4.6% | +37.4% | -32.8% | -1.5% |
| 6M | +14.0% | +36.9% | -22.8% | +6.4% |
| YTD | +22.3% | +23.1% | -0.8% | +16.2% |
| 1Y | +30.7% | +42.2% | -11.6% | +20.0% |
| 3Y | +83.2% | +1.9% | +81.3% | +75.0% |
| 5Y | +47.0% | -42.9% | +89.9% | +53.7% |
| All | +47.0% | -42.4% | +89.4% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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