+88.0%
IEMG vs FAST
+91.5%
-3.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +2.8% | +1.3% | +1.5% | +2.5% |
| 30D | +4.6% | -4.7% | +9.4% | +5.5% |
| 3M | +5.5% | +7.9% | -2.4% | +3.8% |
| 6M | +19.7% | +7.4% | +12.3% | +17.6% |
| YTD | +25.5% | +25.1% | +0.4% | +19.8% |
| 1Y | +35.5% | +4.7% | +30.8% | +33.6% |
| 3Y | +88.0% | +94.7% | -6.7% | +66.1% |
| All | +88.0% | +91.5% | -3.5% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling