+140.8%
IEMG vs TRU
+147.2%
-6.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | -1.3% | -2.7% | +1.4% | -0.6% |
| 30D | +1.9% | -2.0% | +4.0% | +2.3% |
| 3M | +1.4% | +18.4% | -17.0% | -3.9% |
| 6M | +15.2% | +8.9% | +6.3% | +11.1% |
| YTD | +23.8% | -8.9% | +32.8% | +24.3% |
| 1Y | +30.7% | -15.9% | +46.5% | +33.5% |
| 3Y | +83.3% | -1.1% | +84.4% | +70.5% |
| 5Y | +48.8% | -35.2% | +84.0% | +57.3% |
| All | +140.8% | +147.2% | -6.4% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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