-80.8%
FIG vs IEMG
+38.1%
-119.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.6% |
| 7D | -12.2% | -0.9% | -11.3% | -12.2% |
| 30D | -11.0% | +2.1% | -13.1% | -11.0% |
| 3M | +11.9% | +4.6% | +7.3% | +9.7% |
| 6M | -21.9% | +14.0% | -35.9% | -28.8% |
| YTD | -40.8% | +22.3% | -63.1% | -53.1% |
| 1Y | -56.6% | +30.7% | -87.3% | -69.0% |
| All | -80.8% | +38.1% | -119.0% | -86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling