+139.4%
IEMG vs TRI
+379.6%
-240.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -0.9% | -14.4% | +13.5% | +3.2% |
| 30D | +2.1% | -8.1% | +10.2% | +4.0% |
| 3M | +4.6% | +17.5% | -12.9% | -2.7% |
| 6M | +14.0% | -5.0% | +19.0% | +12.7% |
| YTD | +22.3% | -24.7% | +47.0% | +30.9% |
| 1Y | +30.7% | -41.5% | +72.2% | +55.5% |
| 3Y | +83.2% | -20.3% | +103.5% | +83.0% |
| 5Y | +47.0% | -10.9% | +57.9% | +36.2% |
| 10Y | +139.9% | +190.6% | -50.7% | +15.7% |
| All | +139.4% | +379.6% | -240.2% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling