+30.7%
IEMG vs TSEM
+212.9%
-182.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.4% | +0.9% |
| 7D | -1.3% | -4.9% | +3.6% | -0.5% |
| 30D | +1.9% | -18.7% | +20.7% | +5.3% |
| 3M | +1.4% | -18.1% | +19.5% | +3.5% |
| 6M | +15.2% | +77.1% | -61.9% | +4.3% |
| YTD | +23.8% | +80.1% | -56.3% | +11.3% |
| 1Y | +30.7% | +220.4% | -189.7% | +4.5% |
| All | +30.7% | +212.9% | -182.3% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling