+68.5%
IEMG vs FFIV
+95.4%
-26.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.1% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | -5.7% | -32.4% | +26.7% | +0.7% |
| 3M | -8.8% | -25.7% | +16.9% | -4.7% |
| 6M | -8.9% | -13.5% | +4.6% | -7.8% |
| YTD | +11.2% | +21.1% | -9.9% | +4.8% |
| 1Y | +12.2% | +29.4% | -17.2% | +4.2% |
| 3Y | +68.5% | +94.9% | -26.4% | +38.1% |
| All | +68.5% | +95.4% | -26.9% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling