+88.0%
IEMG vs TYL
-10.9%
+98.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.5% | +0.1% |
| 7D | +2.8% | -7.6% | +10.4% | +2.9% |
| 30D | +4.6% | +11.3% | -6.7% | +4.3% |
| 3M | +5.5% | +14.5% | -9.0% | +5.0% |
| 6M | +19.7% | -7.1% | +26.8% | +21.5% |
| YTD | +25.5% | -23.4% | +48.9% | +31.1% |
| 1Y | +35.5% | -38.6% | +74.1% | +47.5% |
| 3Y | +88.0% | -11.3% | +99.3% | +86.6% |
| All | +88.0% | -10.9% | +98.8% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 3y: compounded portfolio wealth divided by compounded TYL 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…
3y analysis · Full analysis span regression · 6 months rolling