-20.7%
TLT vs IEMG
+145.8%
-166.5%
-48.4%
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% | +0.2% |
| 7D | -1.6% | -1.3% | -0.3% | -1.7% |
| 30D | -1.1% | +1.9% | -3.0% | -1.0% |
| 3M | -4.9% | +1.4% | -6.3% | -4.8% |
| 6M | -5.0% | +15.2% | -20.2% | -4.1% |
| YTD | -4.4% | +23.8% | -28.2% | -2.8% |
| 1Y | -6.4% | +30.7% | -37.0% | -4.5% |
| 3Y | -2.0% | +83.3% | -85.3% | +3.1% |
| 5Y | -35.0% | +48.8% | -83.8% | -33.8% |
| All | -20.7% | +145.8% | -166.5% | -16.2% |
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