+47.0%
IEMG vs TFC
+14.0%
+33.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -0.9% | -2.5% | +1.6% | -0.3% |
| 30D | +2.1% | -2.8% | +4.9% | +2.7% |
| 3M | +4.6% | +2.1% | +2.5% | +3.8% |
| 6M | +14.0% | +10.1% | +3.9% | +10.9% |
| YTD | +22.3% | +5.4% | +16.9% | +20.1% |
| 1Y | +30.7% | +16.3% | +14.4% | +25.1% |
| 3Y | +83.2% | +95.9% | -12.7% | +51.6% |
| 5Y | +47.0% | +16.0% | +31.0% | +39.7% |
| All | +47.0% | +14.0% | +33.0% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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