+494.4%
TEAM vs IEMG
+145.8%
+348.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.8% |
| 7D | -5.2% | -1.3% | -3.9% | -4.3% |
| 30D | +15.8% | +1.9% | +13.8% | +13.8% |
| 3M | +101.5% | +1.4% | +100.0% | +95.5% |
| 6M | +138.2% | +15.2% | +123.0% | +103.8% |
| YTD | +10.8% | +23.8% | -13.0% | -12.3% |
| 1Y | +1.7% | +30.7% | -29.0% | -23.7% |
| 3Y | -16.0% | +83.3% | -99.3% | -53.6% |
| 5Y | -52.7% | +48.8% | -101.5% | -68.7% |
| All | +494.4% | +145.8% | +348.6% | +186.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling