+133.0%
IEMG vs TT
+725.1%
-592.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | +2.7% | +4.0% | -1.3% | +1.2% |
| 30D | -5.7% | -11.3% | +5.6% | -1.5% |
| 3M | -8.8% | -12.3% | +3.5% | -4.4% |
| 6M | -8.9% | -10.8% | +1.9% | -5.2% |
| YTD | +11.2% | +8.2% | +3.0% | +7.7% |
| 1Y | +12.2% | +1.5% | +10.7% | +11.0% |
| 3Y | +68.5% | +91.5% | -22.9% | +28.1% |
| 5Y | +34.3% | +130.2% | -95.9% | -7.5% |
| All | +133.0% | +725.1% | -592.1% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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