+54.8%
IEMG vs TOST
-49.0%
+103.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.3% |
| 7D | +2.8% | -0.9% | +3.7% | +2.9% |
| 30D | +4.6% | -3.5% | +8.1% | +5.0% |
| 3M | +5.5% | +38.1% | -32.6% | +1.5% |
| 6M | +19.7% | +9.9% | +9.8% | +17.7% |
| YTD | +25.5% | -6.3% | +31.8% | +25.3% |
| 1Y | +35.5% | -18.3% | +53.8% | +37.1% |
| 3Y | +88.0% | +59.7% | +28.2% | +71.5% |
| All | +54.8% | -49.0% | +103.7% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling