+51.8%
FTNT vs IEMG
+13.6%
+38.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | -25.7% | -3.1% | -22.6% | -25.0% |
| 30D | -29.7% | -10.3% | -19.4% | -28.1% |
| 3M | -23.1% | -6.6% | -16.5% | -22.1% |
| 6M | +45.0% | -3.9% | +48.9% | +45.4% |
| YTD | +62.9% | +12.4% | +50.6% | +51.7% |
| 1Y | +51.8% | +13.9% | +37.9% | +39.5% |
| All | +51.8% | +13.6% | +38.2% | +39.5% |
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