+13.9%
IEMG vs FAST
+32.0%
-18.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.6% |
| 7D | -3.1% | +3.4% | -6.5% | -3.6% |
| 30D | -10.3% | +5.5% | -15.8% | -11.2% |
| 3M | -6.6% | +7.6% | -14.2% | -7.9% |
| 6M | -3.9% | +19.8% | -23.7% | -7.6% |
| YTD | +12.4% | +35.5% | -23.1% | +4.6% |
| 1Y | +13.9% | +31.6% | -17.7% | +6.4% |
| All | +13.9% | +32.0% | -18.1% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 1y: compounded portfolio wealth divided by compounded FAST 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…
1y analysis · Full analysis span regression · 6 months rolling