+277.6%
TSM vs IEMG
+45.7%
+231.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | +0.9% |
| 7D | +2.6% | -0.9% | +3.5% | +3.8% |
| 30D | +1.4% | +2.1% | -0.7% | -1.3% |
| 3M | +5.0% | +4.6% | +0.4% | -0.3% |
| 6M | +24.0% | +14.0% | +9.9% | +4.9% |
| YTD | +41.6% | +22.3% | +19.2% | +9.4% |
| 1Y | +66.2% | +30.7% | +35.5% | +18.5% |
| 3Y | +398.2% | +83.2% | +315.0% | +137.7% |
| 5Y | +277.6% | +47.0% | +230.6% | +125.1% |
| All | +277.6% | +45.7% | +231.9% | +125.1% |
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