+328.6%
TMO vs IEMG
+145.8%
+182.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.4% |
| 7D | -0.6% | -1.3% | +0.6% | +0.1% |
| 30D | +1.1% | +1.9% | -0.8% | 0.0% |
| 3M | +28.3% | +1.4% | +26.9% | +26.2% |
| 6M | +23.3% | +15.2% | +8.1% | +11.5% |
| YTD | +5.5% | +23.8% | -18.4% | -9.0% |
| 1Y | +24.5% | +30.7% | -6.1% | +3.8% |
| 3Y | +19.6% | +83.3% | -63.7% | -19.5% |
| 5Y | +8.1% | +48.8% | -40.6% | -18.4% |
| All | +328.6% | +145.8% | +182.8% | +148.0% |
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 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