+13.9%
IEMG vs TXG
+406.9%
-393.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | +0.5% |
| 7D | -3.1% | -19.3% | +16.2% | -0.7% |
| 30D | -10.3% | -30.9% | +20.6% | -6.8% |
| 3M | -6.6% | +41.1% | -47.7% | -11.6% |
| 6M | -3.9% | +211.9% | -215.7% | -16.8% |
| YTD | +12.4% | +314.0% | -301.6% | -4.2% |
| 1Y | +13.9% | +405.4% | -391.5% | -3.7% |
| All | +13.9% | +406.9% | -393.0% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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