+48.3%
IEMG vs FANG
+232.6%
-184.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.3% | +2.9% | -4.2% | -1.6% |
| 30D | +1.9% | +2.6% | -0.7% | +1.5% |
| 3M | +1.4% | +7.6% | -6.2% | +0.2% |
| 6M | +15.2% | +17.3% | -2.1% | +11.8% |
| YTD | +23.8% | +38.7% | -14.9% | +16.9% |
| 1Y | +30.7% | +51.6% | -21.0% | +21.3% |
| 3Y | +83.3% | +50.0% | +33.3% | +67.2% |
| All | +48.3% | +232.6% | -184.3% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling