+139.4%
IEMG vs TEL
+718.8%
-579.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.9% | -2.3% | +1.4% | +0.2% |
| 30D | +2.1% | -6.1% | +8.2% | +4.9% |
| 3M | +4.6% | +1.7% | +2.9% | +3.4% |
| 6M | +14.0% | +1.6% | +12.4% | +11.8% |
| YTD | +22.3% | -9.1% | +31.4% | +25.6% |
| 1Y | +30.7% | -1.7% | +32.3% | +28.6% |
| 3Y | +83.2% | +67.3% | +15.9% | +36.1% |
| 5Y | +47.0% | +52.1% | -5.1% | +11.6% |
| 10Y | +139.9% | +299.3% | -159.5% | +4.3% |
| All | +139.4% | +718.8% | -579.5% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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