+140.8%
IEMG vs TGT
+207.4%
-66.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.3% | -5.2% | +3.9% | -0.3% |
| 30D | +1.9% | +1.2% | +0.7% | +1.6% |
| 3M | +1.4% | +18.4% | -17.0% | -2.0% |
| 6M | +15.2% | +33.4% | -18.3% | +8.7% |
| YTD | +23.8% | +63.8% | -40.0% | +12.1% |
| 1Y | +30.7% | +77.2% | -46.5% | +16.3% |
| 3Y | +83.3% | +41.8% | +41.5% | +64.8% |
| 5Y | +48.8% | -25.5% | +74.3% | +49.8% |
| All | +140.8% | +207.4% | -66.6% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 10y: compounded portfolio wealth divided by compounded TGT 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…
10y analysis · Full analysis span regression · 6 months rolling