+19.7%
TMO vs IEMG
+7.4%
+12.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.6% | +1.5% | -2.9% |
| 7D | -4.5% | -7.4% | +2.9% | -3.0% |
| 30D | +3.1% | -14.9% | +18.0% | +6.3% |
| 3M | +17.2% | -11.6% | +28.8% | +20.0% |
| 6M | +45.3% | -11.1% | +56.4% | +46.8% |
| YTD | +17.1% | +6.0% | +11.1% | +5.7% |
| 1Y | +19.7% | +6.5% | +13.1% | +7.4% |
| All | +19.7% | +7.4% | +12.2% | +7.4% |
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 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