+48.3%
IEMG vs FERG
+67.5%
-19.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | -1.3% | -2.6% | +1.3% | -0.6% |
| 30D | +1.9% | -8.9% | +10.8% | +4.5% |
| 3M | +1.4% | -2.0% | +3.5% | +1.7% |
| 6M | +15.2% | -3.2% | +18.4% | +15.7% |
| YTD | +23.8% | +1.5% | +22.3% | +22.8% |
| 1Y | +30.7% | +0.5% | +30.2% | +29.4% |
| 3Y | +83.3% | +50.4% | +32.9% | +56.4% |
| All | +48.3% | +67.5% | -19.2% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 5y: compounded portfolio wealth divided by compounded FERG 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…
5y analysis · Full analysis span regression · 6 months rolling