+100.9%
IEMG vs TXG
+24.6%
+76.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.9% |
| 7D | +1.6% | +9.1% | -7.5% | +0.4% |
| 30D | +4.6% | +14.9% | -10.3% | +2.6% |
| 3M | +4.8% | +120.0% | -115.1% | -6.2% |
| 6M | +16.8% | +221.8% | -205.0% | -1.0% |
| YTD | +24.8% | +312.6% | -287.7% | +1.9% |
| 1Y | +34.3% | +398.4% | -364.1% | +5.9% |
| 3Y | +87.0% | +42.1% | +44.9% | +66.2% |
| 5Y | +49.9% | -63.5% | +113.4% | +50.4% |
| All | +100.9% | +24.6% | +76.3% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling