+83.3%
IEMG vs FANG
+45.3%
+38.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.3% | +2.9% | -4.2% | -1.5% |
| 30D | +1.9% | +2.6% | -0.7% | +1.7% |
| 3M | +1.4% | +7.6% | -6.2% | +0.7% |
| 6M | +15.2% | +17.3% | -2.1% | +12.4% |
| YTD | +23.8% | +38.7% | -14.9% | +17.6% |
| 1Y | +30.7% | +51.6% | -21.0% | +22.1% |
| 3Y | +83.3% | +50.0% | +33.3% | +67.9% |
| All | +83.3% | +45.3% | +38.0% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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