+68.5%
IEMG vs FDX
+74.4%
-5.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | +2.7% | +5.2% | -2.5% | +1.7% |
| 30D | -5.7% | +11.3% | -17.0% | -7.6% |
| 3M | -8.8% | -4.1% | -4.7% | -8.1% |
| 6M | -8.9% | +9.6% | -18.5% | -10.7% |
| YTD | +11.2% | +40.9% | -29.7% | +4.0% |
| 1Y | +12.2% | +53.0% | -40.8% | +3.4% |
| 3Y | +68.5% | +74.1% | -5.6% | +43.6% |
| All | +68.5% | +74.4% | -5.9% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 3y: compounded portfolio wealth divided by compounded FDX 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…
3y analysis · Full analysis span regression · 6 months rolling