+140.8%
IEMG vs FFIV
+249.4%
-108.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.2% |
| 7D | -1.3% | +5.4% | -6.7% | -2.9% |
| 30D | +1.9% | -2.7% | +4.6% | +2.5% |
| 3M | +1.4% | +4.5% | -3.1% | -0.3% |
| 6M | +15.2% | +42.2% | -27.0% | +3.1% |
| YTD | +23.8% | +61.3% | -37.5% | +6.2% |
| 1Y | +30.7% | +23.0% | +7.6% | +21.0% |
| 3Y | +83.3% | +156.3% | -73.0% | +31.7% |
| 5Y | +48.8% | +102.9% | -54.1% | +12.6% |
| All | +140.8% | +249.4% | -108.6% | +48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling