+145.4%
IEMG vs FE
+87.3%
+58.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.8% |
| 7D | +2.2% | +1.9% | +0.3% | +1.8% |
| 30D | +4.6% | -1.2% | +5.8% | +4.9% |
| 3M | +0.4% | +3.5% | -3.1% | -0.7% |
| 6M | +16.4% | -6.1% | +22.4% | +17.8% |
| YTD | +25.4% | +7.6% | +17.8% | +22.7% |
| 1Y | +38.3% | +11.9% | +26.4% | +33.8% |
| 3Y | +84.1% | +48.4% | +35.6% | +64.4% |
| 5Y | +49.0% | +44.8% | +4.2% | +32.4% |
| 10Y | +141.8% | +115.9% | +25.9% | +90.6% |
| All | +145.4% | +87.3% | +58.2% | +94.5% |
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