+144.3%
IEMG vs TECK
+189.4%
-45.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | -0.1% |
| 7D | +1.6% | +4.9% | -3.3% | +0.6% |
| 30D | +4.6% | +5.2% | -0.6% | +3.4% |
| 3M | +4.8% | +13.8% | -8.9% | +1.8% |
| 6M | +16.8% | +38.5% | -21.7% | +8.7% |
| YTD | +24.8% | +47.3% | -22.5% | +14.3% |
| 1Y | +34.3% | +81.0% | -46.7% | +17.5% |
| 3Y | +87.0% | +79.9% | +7.1% | +59.8% |
| 5Y | +49.9% | +207.9% | -157.9% | +11.1% |
| 10Y | +144.8% | +389.5% | -244.7% | +49.7% |
| All | +144.3% | +189.4% | -45.2% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling