+15.2%
IEMG vs TNA
+37.8%
-22.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | -1.3% | -7.3% | +6.0% | +1.9% |
| 30D | +1.9% | -14.2% | +16.1% | +8.6% |
| 3M | +1.4% | -4.6% | +6.0% | +3.0% |
| 6M | +15.2% | +36.9% | -21.8% | -0.5% |
| All | +15.2% | +37.8% | -22.6% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 6mo: compounded portfolio wealth divided by compounded TNA 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…
6mo analysis · Full analysis span regression · 6 months rolling