-5.6%
TLT vs IEMG
+13.6%
-19.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | +1.0% | -3.1% | +4.0% | +1.3% |
| 30D | +6.0% | -10.3% | +16.4% | +7.3% |
| 3M | -0.9% | -6.6% | +5.7% | -0.2% |
| 6M | -2.3% | -3.9% | +1.6% | -2.2% |
| YTD | -3.3% | +12.4% | -15.7% | -4.7% |
| 1Y | -5.6% | +13.9% | -19.5% | -7.0% |
| All | -5.6% | +13.6% | -19.2% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling