+419.8%
TXN vs IEMG
+145.8%
+274.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +2.7% |
| 7D | +4.0% | -1.3% | +5.3% | +5.2% |
| 30D | -2.9% | +1.9% | -4.8% | -4.5% |
| 3M | -9.1% | +1.4% | -10.5% | -9.7% |
| 6M | +36.6% | +15.2% | +21.5% | +20.0% |
| YTD | +57.5% | +23.8% | +33.7% | +29.0% |
| 1Y | +49.5% | +30.7% | +18.9% | +16.4% |
| 3Y | +76.5% | +83.3% | -6.7% | +0.3% |
| 5Y | +62.4% | +48.8% | +13.6% | +11.0% |
| All | +419.8% | +145.8% | +274.0% | +145.7% |
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 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