+117.6%
IEMG vs FDX
+425.1%
-307.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.9% |
| 7D | +2.7% | +5.2% | -2.5% | +1.1% |
| 30D | -5.7% | +11.3% | -17.0% | -8.8% |
| 3M | -8.8% | -4.1% | -4.7% | -7.8% |
| 6M | -8.9% | +9.6% | -18.5% | -11.8% |
| YTD | +11.2% | +40.9% | -29.7% | -0.8% |
| 1Y | +12.2% | +53.0% | -40.8% | -2.4% |
| 3Y | +68.5% | +74.1% | -5.6% | +35.8% |
| 5Y | +34.3% | +75.1% | -40.7% | +4.5% |
| 10Y | +131.1% | +156.9% | -25.8% | +40.7% |
| All | +117.6% | +425.1% | -307.5% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling