+48.3%
IEMG vs TECK
+180.1%
-131.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -1.3% | -3.8% | +2.6% | -0.4% |
| 30D | +1.9% | +0.7% | +1.2% | +1.6% |
| 3M | +1.4% | +4.6% | -3.2% | -0.1% |
| 6M | +15.2% | +25.1% | -9.9% | +8.6% |
| YTD | +23.8% | +39.2% | -15.3% | +13.6% |
| 1Y | +30.7% | +60.3% | -29.7% | +15.7% |
| 3Y | +83.3% | +62.9% | +20.4% | +57.3% |
| All | +48.3% | +180.1% | -131.8% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling