+139.4%
IEMG vs TNA
+380.0%
-240.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.4% |
| 7D | -0.9% | -7.6% | +6.7% | +0.8% |
| 30D | +2.1% | -13.6% | +15.7% | +5.3% |
| 3M | +4.6% | +2.8% | +1.8% | +3.8% |
| 6M | +14.0% | +34.5% | -20.5% | +6.6% |
| YTD | +22.3% | +41.0% | -18.7% | +12.7% |
| 1Y | +30.7% | +52.0% | -21.3% | +17.4% |
| 3Y | +83.2% | +103.5% | -20.3% | +42.0% |
| 5Y | +47.0% | -22.5% | +69.5% | +28.1% |
| 10Y | +139.9% | +81.9% | +58.0% | +32.6% |
| All | +139.4% | +380.0% | -240.6% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling