+125.6%
IEMG vs FAST
+545.6%
-420.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -0.7% | +4.8% | -5.5% | -2.1% |
| 30D | -9.4% | +8.6% | -18.0% | -11.7% |
| 3M | -7.3% | +5.7% | -13.0% | -9.0% |
| 6M | -10.4% | +25.5% | -35.9% | -16.8% |
| YTD | +10.6% | +39.6% | -29.0% | -1.0% |
| 1Y | +10.5% | +35.5% | -25.0% | -0.2% |
| 3Y | +67.7% | +96.2% | -28.5% | +31.5% |
| 5Y | +36.2% | +110.2% | -74.0% | +2.5% |
| 10Y | +125.6% | +531.8% | -406.2% | +19.8% |
| All | +125.6% | +545.6% | -420.0% | +19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling