+11.4%
IEMG vs TOST
-11.6%
+23.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.3% |
| 7D | +5.3% | -4.7% | +10.0% | +5.4% |
| 30D | -7.2% | +8.5% | -15.7% | -7.4% |
| 3M | -8.1% | -1.6% | -6.5% | -8.1% |
| 6M | -6.7% | +44.1% | -50.8% | -8.0% |
| YTD | +11.6% | -5.6% | +17.2% | +11.0% |
| 1Y | +11.4% | -12.6% | +24.0% | +11.7% |
| All | +11.4% | -11.6% | +23.1% | +11.7% |
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