+140.8%
IEMG vs FDS
+64.8%
+76.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | -1.3% | -14.0% | +12.7% | +2.1% |
| 30D | +1.9% | -6.2% | +8.1% | +3.1% |
| 3M | +1.4% | +10.2% | -8.7% | -2.4% |
| 6M | +15.2% | +27.4% | -12.3% | +4.9% |
| YTD | +23.8% | -9.3% | +33.1% | +24.3% |
| 1Y | +30.7% | -28.6% | +59.3% | +41.1% |
| 3Y | +83.3% | -36.8% | +120.1% | +103.2% |
| 5Y | +48.8% | -28.6% | +77.4% | +54.0% |
| All | +140.8% | +64.8% | +76.0% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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