+30.7%
IEMG vs TPR
+9.7%
+21.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.3% |
| 7D | -0.9% | -5.1% | +4.3% | 0.0% |
| 30D | +2.1% | -27.6% | +29.7% | +7.6% |
| 3M | +4.6% | -17.5% | +22.1% | +6.8% |
| 6M | +14.0% | -21.3% | +35.4% | +16.7% |
| YTD | +22.3% | -8.5% | +30.8% | +23.0% |
| 1Y | +30.7% | +11.5% | +19.2% | +28.0% |
| All | +30.7% | +9.7% | +21.0% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling