+162.8%
FTNT vs IEMG
+48.5%
+114.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.6% |
| 7D | -0.1% | -1.3% | +1.2% | +0.7% |
| 30D | -3.0% | +1.9% | -4.9% | -4.4% |
| 3M | +7.6% | +1.4% | +6.2% | +5.5% |
| 6M | +87.0% | +15.2% | +71.8% | +63.6% |
| YTD | +96.5% | +23.8% | +72.7% | +60.0% |
| 1Y | +92.9% | +30.7% | +62.3% | +49.6% |
| 3Y | +139.8% | +83.3% | +56.6% | +32.4% |
| All | +162.8% | +48.5% | +114.3% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling