+13.9%
IEMG vs TEM
-11.1%
+25.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.2% |
| 7D | -3.1% | -1.3% | -1.8% | -3.0% |
| 30D | -10.3% | -9.5% | -0.8% | -9.6% |
| 3M | -6.6% | +60.7% | -67.3% | -13.5% |
| 6M | -3.9% | +35.5% | -39.3% | -9.5% |
| YTD | +12.4% | +28.0% | -15.7% | +4.7% |
| 1Y | +13.9% | -10.5% | +24.4% | +9.3% |
| All | +13.9% | -11.1% | +25.0% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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