+64.9%
IEMG vs TEM
+47.5%
+17.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.2% |
| 7D | -1.3% | -8.7% | +7.4% | -0.7% |
| 30D | +1.9% | +8.1% | -6.1% | +1.2% |
| 3M | +1.4% | +19.0% | -17.6% | -0.2% |
| 6M | +15.2% | +12.0% | +3.2% | +13.4% |
| YTD | +23.8% | -0.1% | +23.9% | +22.4% |
| 1Y | +30.7% | -33.5% | +64.2% | +31.4% |
| All | +64.9% | +47.5% | +17.4% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling