+145.6%
IEMG vs TXT
+219.2%
-73.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +2.8% | -0.2% | +3.0% | +2.9% |
| 30D | +4.6% | -11.1% | +15.7% | +8.5% |
| 3M | +5.5% | -13.0% | +18.5% | +9.9% |
| 6M | +19.7% | -16.2% | +35.9% | +26.1% |
| YTD | +25.5% | -8.7% | +34.2% | +28.3% |
| 1Y | +35.5% | -3.8% | +39.3% | +35.9% |
| 3Y | +88.0% | +5.5% | +82.5% | +79.7% |
| 5Y | +50.6% | +12.3% | +38.3% | +38.5% |
| 10Y | +138.4% | +97.4% | +41.0% | +66.8% |
| All | +145.6% | +219.2% | -73.7% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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