+117.6%
IEMG vs TMF
-81.2%
+198.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.5% |
| 7D | +2.7% | -9.3% | +12.0% | +2.2% |
| 30D | -5.7% | +1.9% | -7.6% | -5.6% |
| 3M | -8.8% | -11.2% | +2.4% | -9.3% |
| 6M | -8.9% | -17.7% | +8.8% | -9.8% |
| YTD | +11.2% | -24.5% | +35.6% | +9.6% |
| 1Y | +12.2% | -29.4% | +41.6% | +10.1% |
| 3Y | +68.5% | -33.4% | +102.0% | +66.6% |
| 5Y | +34.3% | -88.7% | +123.1% | +12.9% |
| 10Y | +131.1% | -82.5% | +213.6% | +112.3% |
| All | +117.6% | -81.2% | +198.8% | +101.8% |
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