+3,983.6%
FTNT vs IEMG
+142.6%
+3,841.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.2% |
| 7D | +1.7% | +1.6% | +0.1% | +0.5% |
| 30D | -4.3% | +4.6% | -8.9% | -7.5% |
| 3M | +13.6% | +4.8% | +8.8% | +8.7% |
| 6M | +87.6% | +16.8% | +70.8% | +63.1% |
| YTD | +98.0% | +24.8% | +73.1% | +62.5% |
| 1Y | +96.9% | +34.3% | +62.6% | +52.4% |
| 3Y | +145.4% | +87.0% | +58.4% | +44.4% |
| 5Y | +153.0% | +49.9% | +103.0% | +77.8% |
| 10Y | +2,098.3% | +144.8% | +1,953.5% | +964.8% |
| All | +3,983.6% | +142.6% | +3,841.1% | +1,824.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling