+81.1%
IEMG vs TRMB
+10.8%
+70.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -0.9% | -5.4% | +4.6% | +0.2% |
| 30D | +2.1% | -2.0% | +4.1% | +2.4% |
| 3M | +4.6% | +12.3% | -7.7% | +1.6% |
| 6M | +14.0% | -17.6% | +31.7% | +18.5% |
| YTD | +22.3% | -27.5% | +49.8% | +30.5% |
| 1Y | +30.7% | -29.1% | +59.8% | +39.9% |
| All | +81.1% | +10.8% | +70.2% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 3y: compounded portfolio wealth divided by compounded TRMB 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…
3y analysis · Full analysis span regression · 6 months rolling