+145.4%
IEMG vs FFIV
+298.7%
-153.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +2.2% | -1.0% | +3.2% | +2.5% |
| 30D | +4.6% | -5.1% | +9.7% | +5.9% |
| 3M | +0.4% | -4.5% | +4.8% | +1.4% |
| 6M | +16.4% | +36.5% | -20.1% | +6.1% |
| YTD | +25.4% | +53.0% | -27.5% | +10.4% |
| 1Y | +38.3% | +24.2% | +14.1% | +28.2% |
| 3Y | +84.1% | +137.2% | -53.1% | +39.2% |
| 5Y | +49.0% | +91.8% | -42.8% | +17.3% |
| 10Y | +141.8% | +215.2% | -73.3% | +59.0% |
| All | +145.4% | +298.7% | -153.2% | +48.7% |
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