+99.7%
TXN vs IEMG
+13.6%
+86.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.1% |
| 7D | +1.0% | -3.1% | +4.1% | +3.7% |
| 30D | +6.1% | -10.3% | +16.5% | +16.4% |
| 3M | +10.4% | -6.6% | +17.0% | +16.8% |
| 6M | +12.6% | -3.9% | +16.4% | +19.0% |
| YTD | +83.5% | +12.4% | +71.1% | +68.7% |
| 1Y | +99.7% | +13.9% | +85.8% | +81.3% |
| All | +99.7% | +13.6% | +86.1% | +81.3% |
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