+38.3%
IEMG vs TECK
+108.8%
-70.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.5% |
| 7D | +2.2% | -0.3% | +2.6% | +2.3% |
| 30D | +4.6% | +4.6% | 0.0% | +3.0% |
| 3M | +0.4% | +2.8% | -2.5% | -1.2% |
| 6M | +16.4% | +24.9% | -8.5% | +7.5% |
| YTD | +25.4% | +44.7% | -19.3% | +12.9% |
| 1Y | +38.3% | +112.0% | -73.7% | +21.4% |
| All | +38.3% | +108.8% | -70.5% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling