+117.6%
IEMG vs FE
+90.1%
+27.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +2.7% | +1.2% | +1.5% | +2.4% |
| 30D | -5.7% | +4.5% | -10.2% | -6.7% |
| 3M | -8.8% | +1.3% | -10.1% | -9.1% |
| 6M | -8.9% | +8.7% | -17.6% | -11.0% |
| YTD | +11.2% | +9.2% | +2.0% | +8.4% |
| 1Y | +12.2% | +7.0% | +5.2% | +9.9% |
| 3Y | +68.5% | +51.4% | +17.1% | +49.8% |
| 5Y | +34.3% | +47.7% | -13.4% | +18.8% |
| 10Y | +131.1% | +125.0% | +6.2% | +80.1% |
| All | +117.6% | +90.1% | +27.5% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling