+968.7%
TMUS vs IEMG
+143.7%
+825.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.1% | -4.1% |
| 7D | +0.1% | +2.2% | -2.2% | -0.8% |
| 30D | +5.3% | +4.6% | +0.6% | +3.2% |
| 3M | +3.1% | +0.4% | +2.8% | +2.0% |
| 6M | -16.5% | +16.4% | -32.8% | -23.4% |
| YTD | -9.2% | +25.4% | -34.6% | -19.9% |
| 1Y | -26.5% | +38.3% | -64.8% | -38.5% |
| 3Y | +39.0% | +84.1% | -45.1% | -1.0% |
| 5Y | +40.4% | +49.0% | -8.6% | +10.8% |
| 10Y | +303.7% | +141.8% | +161.9% | +136.3% |
| All | +968.7% | +143.7% | +825.0% | +494.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling