+47.0%
IEMG vs FDX
+62.9%
-15.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.2% |
| 7D | -0.9% | -3.9% | +3.0% | 0.0% |
| 30D | +2.1% | -3.3% | +5.4% | +2.8% |
| 3M | +4.6% | -2.0% | +6.6% | +4.9% |
| 6M | +14.0% | +8.0% | +6.0% | +11.7% |
| YTD | +22.3% | +35.0% | -12.7% | +14.3% |
| 1Y | +30.7% | +73.7% | -43.0% | +15.6% |
| 3Y | +83.2% | +61.6% | +21.6% | +60.1% |
| 5Y | +47.0% | +65.4% | -18.4% | +21.4% |
| All | +47.0% | +62.9% | -15.9% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling