+140.8%
IEMG vs TRV
+306.9%
-166.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.6% |
| 7D | -1.3% | +1.9% | -3.2% | -1.8% |
| 30D | +1.9% | +1.7% | +0.2% | +1.4% |
| 3M | +1.4% | +23.9% | -22.5% | -5.4% |
| 6M | +15.2% | +26.3% | -11.1% | +6.6% |
| YTD | +23.8% | +30.8% | -7.0% | +13.2% |
| 1Y | +30.7% | +36.3% | -5.7% | +17.6% |
| 3Y | +83.3% | +145.0% | -61.7% | +31.7% |
| 5Y | +48.8% | +163.9% | -115.1% | +1.5% |
| All | +140.8% | +306.9% | -166.1% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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