+144.3%
IEMG vs TRGP
+964.8%
-820.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | +4.6% | +9.5% | -4.8% | +3.0% |
| 3M | +4.8% | +10.8% | -6.0% | +2.8% |
| 6M | +16.8% | +25.3% | -8.5% | +12.0% |
| YTD | +24.8% | +60.3% | -35.4% | +14.9% |
| 1Y | +34.3% | +84.6% | -50.2% | +20.5% |
| 3Y | +87.0% | +264.4% | -177.4% | +48.3% |
| 5Y | +49.9% | +636.6% | -586.6% | +5.1% |
| 10Y | +144.8% | +848.9% | -704.1% | +45.9% |
| All | +144.3% | +964.8% | -820.5% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling