+48.3%
IEMG vs TRGP
+628.1%
-579.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +1.9% | +8.0% | -6.1% | +0.4% |
| 3M | +1.4% | +8.3% | -6.8% | -0.4% |
| 6M | +15.2% | +23.9% | -8.7% | +9.7% |
| YTD | +23.8% | +59.6% | -35.8% | +11.6% |
| 1Y | +30.7% | +79.4% | -48.8% | +14.4% |
| 3Y | +83.3% | +269.4% | -186.2% | +30.9% |
| All | +48.3% | +628.1% | -579.8% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 5y: compounded portfolio wealth divided by compounded TRGP 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…
5y analysis · Full analysis span regression · 6 months rolling