-35.1%
TLT vs IEMG
+45.7%
-80.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.0% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | -1.3% | +2.1% | -3.5% | -1.5% |
| 3M | -3.7% | +4.6% | -8.3% | -4.2% |
| 6M | -6.4% | +14.0% | -20.4% | -7.5% |
| YTD | -4.5% | +22.3% | -26.8% | -6.1% |
| 1Y | -5.9% | +30.7% | -36.5% | -8.0% |
| 3Y | -2.8% | +83.2% | -86.0% | -7.6% |
| 5Y | -35.1% | +47.0% | -82.0% | -41.4% |
| All | -35.1% | +45.7% | -80.8% | -41.4% |
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 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