+50.6%
IEMG vs FAST
+108.2%
-57.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.8% | +1.3% | +1.5% | +2.5% |
| 30D | +4.6% | -4.7% | +9.4% | +5.8% |
| 3M | +5.5% | +7.9% | -2.4% | +3.4% |
| 6M | +19.7% | +7.4% | +12.3% | +17.2% |
| YTD | +25.5% | +25.1% | +0.4% | +18.2% |
| 1Y | +35.5% | +4.7% | +30.8% | +33.1% |
| 3Y | +88.0% | +94.7% | -6.7% | +53.7% |
| 5Y | +50.6% | +106.8% | -56.2% | +19.3% |
| All | +50.6% | +108.2% | -57.6% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling