+54.7%
IEMG vs TOST
-48.0%
+102.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +2.2% | -3.4% | +5.7% | +2.6% |
| 30D | +4.6% | -2.4% | +7.1% | +4.8% |
| 3M | +0.4% | +34.6% | -34.2% | -3.1% |
| 6M | +16.4% | +15.2% | +1.2% | +13.8% |
| YTD | +25.4% | -4.4% | +29.8% | +25.0% |
| 1Y | +38.3% | -17.4% | +55.7% | +39.7% |
| 3Y | +84.1% | +54.5% | +29.6% | +68.6% |
| All | +54.7% | -48.0% | +102.6% | +40.9% |
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