+134.0%
IEMG vs FAST
+546.1%
-412.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +5.3% | +5.0% | +0.3% | +3.8% |
| 30D | -7.2% | +8.6% | -15.8% | -9.5% |
| 3M | -8.1% | +6.9% | -15.0% | -10.1% |
| 6M | -6.7% | +29.6% | -36.3% | -14.2% |
| YTD | +11.6% | +41.4% | -29.8% | -0.5% |
| 1Y | +11.4% | +38.5% | -27.1% | -0.1% |
| 3Y | +69.3% | +98.7% | -29.5% | +32.2% |
| 5Y | +34.9% | +108.0% | -73.2% | +2.0% |
| All | +134.0% | +546.1% | -412.1% | +25.1% |
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