+84.8%
IEMG vs TPR
+279.7%
-194.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | 0.0% |
| 7D | +1.6% | -7.3% | +8.9% | +2.9% |
| 30D | +4.6% | -30.7% | +35.4% | +11.1% |
| 3M | +4.8% | -21.6% | +26.5% | +8.6% |
| 6M | +16.8% | -21.3% | +38.2% | +20.5% |
| YTD | +24.8% | -10.2% | +35.0% | +25.8% |
| 1Y | +34.3% | +9.5% | +24.8% | +30.3% |
| All | +84.8% | +279.7% | -194.9% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling