+104.5%
FTNT vs IEMG
+38.7%
+65.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | -5.8% | +2.2% | -8.1% | -6.4% |
| 30D | -4.8% | +4.6% | -9.4% | -6.0% |
| 3M | +4.4% | +0.4% | +4.1% | +3.8% |
| 6M | +88.8% | +16.4% | +72.4% | +78.9% |
| YTD | +96.8% | +25.4% | +71.4% | +74.8% |
| 1Y | +104.5% | +38.3% | +66.2% | +68.1% |
| All | +104.5% | +38.7% | +65.7% | +68.1% |
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