+145.4%
IEMG vs FAST
+545.5%
-400.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +2.2% | -0.4% | +2.6% | +2.3% |
| 30D | +4.6% | -0.8% | +5.4% | +4.8% |
| 3M | +0.4% | +5.8% | -5.4% | -1.7% |
| 6M | +16.4% | +8.0% | +8.4% | +12.9% |
| YTD | +25.4% | +25.6% | -0.2% | +15.6% |
| 1Y | +38.3% | +0.8% | +37.5% | +36.4% |
| 3Y | +84.1% | +86.1% | -2.0% | +45.2% |
| 5Y | +49.0% | +100.2% | -51.2% | +12.6% |
| 10Y | +141.8% | +494.2% | -352.3% | +20.6% |
| All | +145.4% | +545.5% | -400.0% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling