+32.3%
IEMG vs TOST
-38.4%
+70.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.3% |
| 7D | -2.8% | +9.4% | -12.2% | -3.8% |
| 30D | -12.0% | +13.5% | -25.5% | -13.3% |
| 3M | -9.0% | -0.1% | -8.9% | -9.2% |
| 6M | -11.8% | +22.5% | -34.3% | -14.4% |
| YTD | +8.3% | -2.4% | +10.6% | +7.4% |
| 1Y | +9.6% | -4.7% | +14.3% | +9.0% |
| 3Y | +62.3% | +103.2% | -40.9% | +43.4% |
| All | +32.3% | -38.4% | +70.7% | +18.9% |
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 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