+63.0%
IEMG vs TEM
+46.9%
+16.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.7% |
| 7D | -0.9% | -9.2% | +8.3% | -0.3% |
| 30D | +2.1% | +5.5% | -3.4% | +1.5% |
| 3M | +4.6% | +18.7% | -14.1% | +3.0% |
| 6M | +14.0% | +15.4% | -1.4% | +12.1% |
| YTD | +22.3% | -0.5% | +22.9% | +21.0% |
| 1Y | +30.7% | -24.8% | +55.5% | +30.7% |
| All | +63.0% | +46.9% | +16.1% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling