-19.1%
TMUS vs IEMG
+10.7%
-29.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.8% |
| 7D | +4.9% | +2.7% | +2.2% | +5.8% |
| 30D | +7.7% | -5.7% | +13.4% | +5.5% |
| 3M | -6.8% | -8.8% | +2.0% | -9.5% |
| 6M | -9.7% | -8.9% | -0.8% | -11.6% |
| YTD | -15.0% | +11.2% | -26.1% | -11.8% |
| 1Y | -19.1% | +12.2% | -31.3% | -15.9% |
| All | -19.1% | +10.7% | -29.8% | -15.9% |
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