+142.3%
IEMG vs FANG
+1,493.3%
-1,351.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.3% | +2.9% | -4.2% | -1.7% |
| 30D | +1.9% | +2.6% | -0.7% | +1.5% |
| 3M | +1.4% | +7.6% | -6.2% | 0.0% |
| 6M | +15.2% | +17.3% | -2.1% | +11.5% |
| YTD | +23.8% | +38.7% | -14.9% | +16.4% |
| 1Y | +30.7% | +51.6% | -21.0% | +20.9% |
| 3Y | +83.3% | +50.0% | +33.3% | +67.1% |
| 5Y | +48.8% | +237.6% | -188.8% | +16.1% |
| 10Y | +142.8% | +180.7% | -37.9% | +71.7% |
| All | +142.3% | +1,493.3% | -1,351.1% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling