+36.4%
IEMG vs TOST
-47.1%
+83.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -0.7% | +3.0% | -3.6% | -1.0% |
| 30D | -9.4% | +10.3% | -19.6% | -10.4% |
| 3M | -7.3% | -3.3% | -4.0% | -7.1% |
| 6M | -10.4% | +37.8% | -48.2% | -14.0% |
| YTD | +10.6% | -2.8% | +13.4% | +9.8% |
| 1Y | +10.5% | -9.6% | +20.1% | +10.6% |
| 3Y | +67.7% | +144.6% | -76.9% | +45.9% |
| 5Y | +36.2% | -31.0% | +67.2% | +22.1% |
| All | +36.4% | -47.1% | +83.5% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling