+88.0%
IEMG vs FE
+48.5%
+39.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.1% |
| 7D | +2.8% | +0.6% | +2.2% | +2.7% |
| 30D | +4.6% | -2.1% | +6.8% | +4.8% |
| 3M | +5.5% | +2.6% | +2.9% | +5.1% |
| 6M | +19.7% | -6.8% | +26.5% | +20.7% |
| YTD | +25.5% | +6.9% | +18.6% | +24.4% |
| 1Y | +35.5% | +11.6% | +24.0% | +33.3% |
| 3Y | +88.0% | +47.7% | +40.3% | +73.1% |
| All | +88.0% | +48.5% | +39.5% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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