+144.3%
IEMG vs TSEM
+2,597.0%
-2,452.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.3% |
| 7D | +1.6% | +4.7% | -3.1% | +0.7% |
| 30D | +4.6% | -14.2% | +18.9% | +7.3% |
| 3M | +4.8% | -5.0% | +9.9% | +4.2% |
| 6M | +16.8% | +87.6% | -70.7% | +1.3% |
| YTD | +24.8% | +84.4% | -59.6% | +7.8% |
| 1Y | +34.3% | +235.4% | -201.1% | +3.3% |
| 3Y | +87.0% | +668.0% | -581.0% | +20.1% |
| 5Y | +49.9% | +644.7% | -594.8% | -5.2% |
| 10Y | +144.8% | +1,326.7% | -1,181.9% | +35.4% |
| All | +144.3% | +2,597.0% | -2,452.7% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling