+30.7%
IEMG vs FDS
-27.2%
+57.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.1% |
| 7D | -1.3% | -14.0% | +12.7% | -2.8% |
| 30D | +1.9% | -6.2% | +8.1% | +1.4% |
| 3M | +1.4% | +10.2% | -8.7% | +2.7% |
| 6M | +15.2% | +27.4% | -12.3% | +17.3% |
| YTD | +23.8% | -9.3% | +33.1% | +25.3% |
| 1Y | +30.7% | -28.6% | +59.3% | +32.7% |
| All | +30.7% | -27.2% | +57.9% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling