+145.4%
IEMG vs FDX
+420.4%
-275.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.8% |
| 7D | +2.2% | -2.5% | +4.8% | +3.0% |
| 30D | +4.6% | +3.8% | +0.8% | +3.3% |
| 3M | +0.4% | -1.3% | +1.7% | +0.5% |
| 6M | +16.4% | +5.0% | +11.3% | +13.9% |
| YTD | +25.4% | +39.6% | -14.2% | +12.5% |
| 1Y | +38.3% | +81.1% | -42.9% | +14.2% |
| 3Y | +84.1% | +63.0% | +21.0% | +51.6% |
| 5Y | +49.0% | +65.6% | -16.6% | +18.0% |
| 10Y | +141.8% | +183.4% | -41.5% | +40.8% |
| All | +145.4% | +420.4% | -275.0% | +8.9% |
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