+142.8%
IEMG vs TPR
+310.5%
-167.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.2% |
| 7D | +1.6% | -7.3% | +8.9% | +3.3% |
| 30D | +4.6% | -30.7% | +35.4% | +12.7% |
| 3M | +4.8% | -21.6% | +26.5% | +9.7% |
| 6M | +16.8% | -21.3% | +38.2% | +21.7% |
| YTD | +24.8% | -10.2% | +35.0% | +26.0% |
| 1Y | +34.3% | +9.5% | +24.8% | +29.3% |
| 3Y | +87.0% | +280.8% | -193.8% | +32.0% |
| 5Y | +49.9% | +218.7% | -168.8% | +6.9% |
| All | +142.8% | +310.5% | -167.7% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling