+1,267.8%
TXN vs IEMG
+137.7%
+1,130.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | +0.7% |
| 7D | +2.0% | -0.9% | +2.8% | +2.7% |
| 30D | -8.0% | +2.1% | -10.1% | -9.7% |
| 3M | -7.8% | +4.6% | -12.4% | -10.7% |
| 6M | +32.4% | +14.0% | +18.4% | +18.4% |
| YTD | +51.7% | +22.3% | +29.4% | +27.5% |
| 1Y | +44.3% | +30.7% | +13.6% | +14.4% |
| 3Y | +71.3% | +83.2% | -11.9% | +1.8% |
| 5Y | +56.4% | +47.0% | +9.4% | +11.2% |
| 10Y | +410.2% | +139.9% | +270.4% | +148.7% |
| All | +1,267.8% | +137.7% | +1,130.1% | +549.4% |
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