+145.6%
IEMG vs TFC
+193.7%
-48.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.7% |
| 7D | +2.8% | +2.2% | +0.5% | +2.1% |
| 30D | +4.6% | -2.5% | +7.1% | +5.4% |
| 3M | +5.5% | +4.5% | +1.0% | +3.7% |
| 6M | +19.7% | +11.0% | +8.7% | +15.3% |
| YTD | +25.5% | +5.9% | +19.6% | +22.4% |
| 1Y | +35.5% | +14.6% | +20.9% | +28.7% |
| 3Y | +88.0% | +96.7% | -8.8% | +46.7% |
| 5Y | +50.6% | +15.6% | +35.0% | +35.8% |
| 10Y | +138.4% | +98.6% | +39.7% | +54.7% |
| All | +145.6% | +193.7% | -48.1% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling