+137.9%
IEMG vs TMF
-86.4%
+224.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -2.1% |
| 7D | -0.9% | -4.8% | +3.9% | -1.0% |
| 30D | +2.1% | -4.9% | +7.0% | +2.0% |
| 3M | +4.6% | -13.4% | +18.0% | +4.1% |
| 6M | +14.0% | -23.0% | +37.1% | +13.0% |
| YTD | +22.3% | -20.2% | +42.5% | +21.4% |
| 1Y | +30.7% | -26.5% | +57.2% | +29.3% |
| 3Y | +83.2% | -45.2% | +128.4% | +79.7% |
| 5Y | +47.0% | -88.4% | +135.4% | +25.7% |
| All | +137.9% | -86.4% | +224.3% | +119.2% |
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