+117.6%
IEMG vs FFIV
+215.6%
-98.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.3% |
| 7D | +2.7% | -0.5% | +3.2% | +2.9% |
| 30D | -5.7% | -32.4% | +26.7% | +3.7% |
| 3M | -8.8% | -25.7% | +16.9% | -2.5% |
| 6M | -8.9% | -13.5% | +4.6% | -6.8% |
| YTD | +11.2% | +21.1% | -9.9% | +2.9% |
| 1Y | +12.2% | +29.4% | -17.2% | +1.8% |
| 3Y | +68.5% | +94.9% | -26.4% | +32.6% |
| 5Y | +34.3% | +34.7% | -0.4% | +15.4% |
| 10Y | +131.1% | +119.0% | +12.1% | +64.9% |
| All | +117.6% | +215.6% | -98.1% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling