+68.5%
IEMG vs TLN
+580.6%
-512.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | 0.0% |
| 7D | +2.7% | +11.0% | -8.3% | +1.1% |
| 30D | -5.7% | +4.9% | -10.6% | -6.6% |
| 3M | -8.8% | +4.9% | -13.7% | -9.9% |
| 6M | -8.9% | +7.1% | -16.0% | -10.4% |
| YTD | +11.2% | +0.3% | +10.9% | +9.4% |
| 1Y | +12.2% | +5.9% | +6.3% | +9.6% |
| 3Y | +68.5% | +578.5% | -509.9% | +37.4% |
| All | +68.5% | +580.6% | -512.0% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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