+145.6%
IEMG vs TECH
+383.9%
-238.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | +2.8% | +0.2% | +2.6% | +2.7% |
| 30D | +4.6% | +0.1% | +4.5% | +4.6% |
| 3M | +5.5% | +37.5% | -32.0% | -3.0% |
| 6M | +19.7% | +34.6% | -14.9% | +9.2% |
| YTD | +25.5% | +23.5% | +2.0% | +16.6% |
| 1Y | +35.5% | +34.4% | +1.1% | +22.2% |
| 3Y | +88.0% | +2.3% | +85.7% | +75.7% |
| 5Y | +50.6% | -41.7% | +92.3% | +62.9% |
| 10Y | +138.4% | +177.6% | -39.3% | +47.0% |
| All | +145.6% | +383.9% | -238.3% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling