+99.2%
IEMG vs TXG
+27.0%
+72.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.8% |
| 7D | -1.3% | +9.5% | -10.8% | -2.5% |
| 30D | +1.9% | +18.8% | -16.9% | -0.5% |
| 3M | +1.4% | +136.1% | -134.7% | -10.1% |
| 6M | +15.2% | +235.2% | -220.1% | -2.9% |
| YTD | +23.8% | +320.5% | -296.7% | +0.8% |
| 1Y | +30.7% | +425.2% | -394.5% | +2.3% |
| 3Y | +83.3% | +42.9% | +40.4% | +62.8% |
| 5Y | +48.8% | -62.8% | +111.6% | +48.9% |
| All | +99.2% | +27.0% | +72.2% | +61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling