+37.1%
IEMG vs TOST
-46.9%
+84.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.8% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | -5.7% | +16.2% | -21.9% | -7.3% |
| 3M | -8.8% | -1.5% | -7.3% | -8.8% |
| 6M | -8.9% | +55.3% | -64.2% | -13.7% |
| YTD | +11.2% | -2.3% | +13.5% | +10.3% |
| 1Y | +12.2% | -5.5% | +17.7% | +11.7% |
| 3Y | +68.5% | +151.1% | -82.6% | +46.1% |
| 5Y | +34.3% | -27.9% | +62.3% | +20.2% |
| All | +37.1% | -46.9% | +84.0% | +24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling