+117.9%
IEMG vs FAST
+613.8%
-495.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +1.9% |
| 7D | -0.1% | +3.8% | -4.0% | -1.3% |
| 30D | -8.8% | +8.1% | -16.8% | -11.0% |
| 3M | -7.2% | +5.8% | -13.0% | -9.0% |
| 6M | -9.8% | +24.9% | -34.7% | -16.3% |
| YTD | +11.4% | +38.9% | -27.5% | -0.7% |
| 1Y | +13.2% | +36.5% | -23.3% | +1.5% |
| 3Y | +70.0% | +98.1% | -28.1% | +31.8% |
| 5Y | +36.6% | +109.3% | -72.7% | +2.1% |
| 10Y | +121.0% | +547.9% | -426.9% | +7.4% |
| All | +117.9% | +613.8% | -495.9% | +0.2% |
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