+145.6%
IEMG vs TPR
+197.9%
-52.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.9% |
| 7D | +2.8% | -3.4% | +6.2% | +3.5% |
| 30D | +4.6% | -27.3% | +31.9% | +11.5% |
| 3M | +5.5% | -16.2% | +21.7% | +8.8% |
| 6M | +19.7% | -17.9% | +37.6% | +23.6% |
| YTD | +25.5% | -7.1% | +32.6% | +25.8% |
| 1Y | +35.5% | +13.6% | +21.9% | +29.4% |
| 3Y | +88.0% | +293.7% | -205.8% | +31.7% |
| 5Y | +50.6% | +239.1% | -188.5% | +5.9% |
| 10Y | +138.4% | +311.2% | -172.8% | +41.9% |
| All | +145.6% | +197.9% | -52.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling