+145.4%
IEMG vs TMF
-79.1%
+224.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | +2.2% | -1.4% | +3.7% | +2.2% |
| 30D | +4.6% | -2.8% | +7.4% | +4.5% |
| 3M | +0.4% | -10.9% | +11.3% | -0.2% |
| 6M | +16.4% | -21.3% | +37.7% | +14.8% |
| YTD | +25.4% | -15.9% | +41.3% | +24.3% |
| 1Y | +38.3% | -15.7% | +54.0% | +37.1% |
| 3Y | +84.1% | -43.4% | +127.4% | +79.2% |
| 5Y | +49.0% | -87.8% | +136.8% | +25.7% |
| 10Y | +141.8% | -86.7% | +228.6% | +113.6% |
| All | +145.4% | -79.1% | +224.5% | +128.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling