+140.8%
IEMG vs TRI
+196.2%
-55.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.8% |
| 7D | -1.3% | -7.9% | +6.6% | +0.4% |
| 30D | +1.9% | -4.5% | +6.4% | +2.6% |
| 3M | +1.4% | +22.1% | -20.7% | -5.2% |
| 6M | +15.2% | -2.8% | +17.9% | +13.9% |
| YTD | +23.8% | -23.4% | +47.2% | +31.9% |
| 1Y | +30.7% | -41.5% | +72.2% | +54.3% |
| 3Y | +83.3% | -19.2% | +102.5% | +83.1% |
| 5Y | +48.8% | -9.4% | +58.2% | +38.2% |
| All | +140.8% | +196.2% | -55.4% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling