+154.5%
T vs IEMG
+143.9%
+10.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.5% | +2.8% | -4.3% | -2.4% |
| 30D | +7.6% | +4.6% | +3.0% | +5.9% |
| 3M | +15.3% | +5.5% | +9.8% | +12.4% |
| 6M | -8.5% | +19.7% | -28.2% | -15.3% |
| YTD | +6.8% | +25.5% | -18.7% | -3.4% |
| 1Y | -7.2% | +35.5% | -42.8% | -18.7% |
| 3Y | +108.2% | +88.0% | +20.3% | +57.4% |
| 5Y | +66.1% | +50.6% | +15.5% | +36.8% |
| 10Y | +65.3% | +138.4% | -73.0% | +6.3% |
| All | +154.5% | +143.9% | +10.6% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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