-8.9%
IEMG vs FE
+7.8%
-16.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.1% |
| 7D | +2.7% | +1.2% | +1.5% | +3.1% |
| 30D | -5.7% | +4.5% | -10.2% | -4.4% |
| 3M | -8.8% | +1.3% | -10.1% | -8.7% |
| 6M | -8.9% | +8.7% | -17.6% | -5.4% |
| All | -8.9% | +7.8% | -16.7% | -5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling