+48.3%
IEMG vs TRV
+162.8%
-114.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +1.0% |
| 7D | -1.3% | +1.9% | -3.2% | -1.5% |
| 30D | +1.9% | +1.7% | +0.2% | +1.7% |
| 3M | +1.4% | +23.9% | -22.5% | -1.2% |
| 6M | +15.2% | +26.3% | -11.1% | +11.8% |
| YTD | +23.8% | +30.8% | -7.0% | +19.5% |
| 1Y | +30.7% | +36.3% | -5.7% | +25.2% |
| 3Y | +83.3% | +145.0% | -61.7% | +56.5% |
| All | +48.3% | +162.8% | -114.5% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling