+48.3%
IEMG vs TRMB
-39.0%
+87.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.8% |
| 7D | -1.3% | -3.0% | +1.8% | -0.5% |
| 30D | +1.9% | +2.3% | -0.4% | +1.2% |
| 3M | +1.4% | +15.3% | -13.9% | -2.9% |
| 6M | +15.2% | -14.7% | +29.9% | +19.5% |
| YTD | +23.8% | -26.4% | +50.2% | +33.5% |
| 1Y | +30.7% | -30.4% | +61.1% | +42.7% |
| 3Y | +83.3% | +13.5% | +69.8% | +69.5% |
| All | +48.3% | -39.0% | +87.3% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling