+53.9%
IEMG vs TOST
-50.3%
+104.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.3% |
| 7D | +1.6% | -4.7% | +6.3% | +2.1% |
| 30D | +4.6% | -9.1% | +13.7% | +5.7% |
| 3M | +4.8% | +29.8% | -25.0% | +1.6% |
| 6M | +16.8% | +10.0% | +6.8% | +14.9% |
| YTD | +24.8% | -8.6% | +33.5% | +25.0% |
| 1Y | +34.3% | -20.7% | +55.0% | +36.3% |
| 3Y | +87.0% | +55.7% | +31.2% | +71.0% |
| All | +53.9% | -50.3% | +104.2% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded TOST 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling