+49.9%
IEMG vs TT
+143.3%
-93.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +1.6% | +1.4% | +0.2% | +1.2% |
| 30D | +4.6% | -6.7% | +11.3% | +6.9% |
| 3M | +4.8% | -5.4% | +10.3% | +6.6% |
| 6M | +16.8% | +4.4% | +12.5% | +15.4% |
| YTD | +24.8% | +14.9% | +9.9% | +19.9% |
| 1Y | +34.3% | +9.3% | +25.0% | +30.5% |
| 3Y | +87.0% | +121.7% | -34.8% | +44.5% |
| 5Y | +49.9% | +148.2% | -98.2% | +5.1% |
| All | +49.9% | +143.3% | -93.3% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling