+134.0%
IEMG vs TMF
-81.8%
+215.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.1% | -1.5% |
| 7D | +5.3% | -8.2% | +13.5% | +5.0% |
| 30D | -7.2% | +5.3% | -12.5% | -7.0% |
| 3M | -8.1% | -8.5% | +0.4% | -8.3% |
| 6M | -6.7% | -17.2% | +10.5% | -7.3% |
| YTD | +11.6% | -23.4% | +35.1% | +10.6% |
| 1Y | +11.4% | -30.2% | +41.7% | +9.9% |
| 3Y | +69.3% | -32.9% | +102.2% | +68.2% |
| 5Y | +34.9% | -88.5% | +123.4% | +13.8% |
| All | +134.0% | -81.8% | +215.8% | +109.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling