+740.1%
TEAM vs IEMG
+180.8%
+559.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.0% | -7.0% |
| 7D | -5.7% | +2.8% | -8.5% | -7.6% |
| 30D | +18.3% | +4.6% | +13.7% | +14.2% |
| 3M | +80.2% | +5.5% | +74.7% | +69.4% |
| 6M | +111.0% | +19.7% | +91.3% | +75.4% |
| YTD | +8.8% | +25.5% | -16.7% | -14.3% |
| 1Y | +2.2% | +35.5% | -33.4% | -25.1% |
| 3Y | -14.6% | +88.0% | -102.6% | -53.1% |
| 5Y | -53.8% | +50.6% | -104.4% | -69.3% |
| 10Y | +475.2% | +138.4% | +336.9% | +178.9% |
| All | +740.1% | +180.8% | +559.3% | +246.4% |
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