-51.7%
FIG vs IEMG
+13.6%
-65.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +5.4% |
| 7D | -4.7% | -3.1% | -1.6% | -5.1% |
| 30D | +0.5% | -10.3% | +10.9% | -1.2% |
| 3M | -18.4% | -6.6% | -11.8% | -19.2% |
| 6M | +10.9% | -3.9% | +14.7% | +8.1% |
| YTD | -40.8% | +12.4% | -53.2% | -49.7% |
| 1Y | -51.7% | +13.9% | -65.6% | -59.6% |
| All | -51.7% | +13.6% | -65.3% | -59.6% |
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