+117.6%
IEMG vs TT
+1,735.4%
-1,617.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | +2.7% | +4.0% | -1.3% | +1.1% |
| 30D | -5.7% | -11.3% | +5.6% | -1.4% |
| 3M | -8.8% | -12.3% | +3.5% | -4.2% |
| 6M | -8.9% | -10.8% | +1.9% | -5.1% |
| YTD | +11.2% | +8.2% | +3.0% | +7.4% |
| 1Y | +12.2% | +1.5% | +10.7% | +10.9% |
| 3Y | +68.5% | +91.5% | -22.9% | +26.6% |
| 5Y | +34.3% | +130.2% | -95.9% | -8.9% |
| 10Y | +131.1% | +727.9% | -596.8% | -14.8% |
| All | +117.6% | +1,735.4% | -1,617.8% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling