+123.9%
IEMG vs TRU
+225.6%
-101.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -0.9% | -9.4% | +8.5% | +1.6% |
| 30D | +2.1% | -4.1% | +6.2% | +3.0% |
| 3M | +4.6% | +13.6% | -9.0% | 0.0% |
| 6M | +14.0% | +3.6% | +10.5% | +11.4% |
| YTD | +22.3% | -9.8% | +32.2% | +23.1% |
| 1Y | +30.7% | -13.6% | +44.3% | +32.4% |
| 3Y | +83.2% | -2.0% | +85.2% | +70.4% |
| 5Y | +47.0% | -35.8% | +82.8% | +54.9% |
| 10Y | +139.9% | +142.9% | -3.0% | +54.6% |
| All | +123.9% | +225.6% | -101.7% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling