-52.3%
TEAM vs IEMG
+48.5%
-100.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -1.0% |
| 7D | -5.2% | -1.3% | -3.9% | -4.2% |
| 30D | +15.8% | +1.9% | +13.8% | +13.6% |
| 3M | +101.5% | +1.4% | +100.0% | +94.6% |
| 6M | +138.2% | +15.2% | +123.0% | +95.3% |
| YTD | +10.8% | +23.8% | -13.0% | -18.8% |
| 1Y | +1.7% | +30.7% | -29.0% | -31.0% |
| 3Y | -16.0% | +83.3% | -99.3% | -65.1% |
| All | -52.3% | +48.5% | -100.8% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling