+87.5%
IEMG vs TLN
+602.5%
-514.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.3% |
| 7D | +2.8% | +10.9% | -8.1% | +1.2% |
| 30D | +4.6% | -6.3% | +10.9% | +5.5% |
| 3M | +5.5% | -10.7% | +16.2% | +6.9% |
| 6M | +19.7% | +1.6% | +18.1% | +19.2% |
| YTD | +25.5% | -13.1% | +38.6% | +26.7% |
| 1Y | +35.5% | -15.1% | +50.6% | +36.9% |
| 3Y | +88.0% | +495.0% | -407.0% | +47.2% |
| All | +87.5% | +602.5% | -514.9% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling