+13.9%
IEMG vs FFIV
+33.5%
-19.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -3.1% | -9.8% | +6.7% | -1.6% |
| 30D | -10.3% | -28.1% | +17.8% | -6.3% |
| 3M | -6.6% | -20.0% | +13.4% | -4.7% |
| 6M | -3.9% | -0.1% | -3.8% | -5.3% |
| YTD | +12.4% | +29.2% | -16.8% | +6.4% |
| 1Y | +13.9% | +36.6% | -22.7% | +7.6% |
| All | +13.9% | +33.5% | -19.6% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling