+38.3%
IEMG vs TMF
-15.2%
+53.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +2.2% | -1.4% | +3.7% | +2.6% |
| 30D | +4.6% | -2.8% | +7.4% | +5.3% |
| 3M | +0.4% | -10.9% | +11.3% | +3.1% |
| 6M | +16.4% | -21.3% | +37.7% | +20.1% |
| YTD | +25.4% | -15.9% | +41.3% | +29.7% |
| 1Y | +38.3% | -15.7% | +54.0% | +40.9% |
| All | +38.3% | -15.2% | +53.5% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling