+121.4%
IEMG vs FE
+88.2%
+33.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +0.7% | -0.4% | +1.1% | +0.8% |
| 30D | -6.4% | +3.6% | -10.0% | -7.2% |
| 3M | -5.5% | +0.3% | -5.9% | -5.7% |
| 6M | -8.3% | +6.4% | -14.7% | -10.0% |
| YTD | +13.2% | +8.1% | +5.0% | +10.6% |
| 1Y | +13.0% | +4.6% | +8.4% | +11.2% |
| 3Y | +71.6% | +49.1% | +22.5% | +53.1% |
| 5Y | +37.1% | +46.1% | -9.0% | +21.6% |
| 10Y | +135.2% | +122.7% | +12.5% | +83.8% |
| All | +121.4% | +88.2% | +33.3% | +75.2% |
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