+11.3%
IEMG vs TOST
-6.7%
+18.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.9% |
| 7D | -0.1% | +4.0% | -4.2% | -0.2% |
| 30D | -8.8% | +11.1% | -19.8% | -9.0% |
| 3M | -7.2% | +0.8% | -8.0% | -7.2% |
| 6M | -9.8% | +38.8% | -48.6% | -10.9% |
| YTD | +11.4% | -2.1% | +13.5% | +10.6% |
| All | +11.3% | -6.7% | +18.0% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling