+144.3%
IEMG vs TRMB
+146.1%
-1.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.1% |
| 7D | +1.6% | -2.9% | +4.5% | +2.4% |
| 30D | +4.6% | -1.8% | +6.4% | +5.0% |
| 3M | +4.8% | +8.4% | -3.6% | +1.8% |
| 6M | +16.8% | -18.5% | +35.4% | +22.9% |
| YTD | +24.8% | -26.7% | +51.6% | +34.9% |
| 1Y | +34.3% | -28.3% | +62.6% | +45.6% |
| 3Y | +87.0% | +12.6% | +74.4% | +73.5% |
| 5Y | +49.9% | -38.7% | +88.7% | +62.4% |
| 10Y | +144.8% | +120.8% | +24.0% | +80.4% |
| All | +144.3% | +146.1% | -1.9% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling