+60.1%
IEMG vs FGI
-69.1%
+129.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.6% |
| 7D | +1.6% | +14.7% | -13.1% | +1.4% |
| 30D | +4.6% | +67.0% | -62.3% | +3.1% |
| 3M | +4.8% | +31.0% | -26.2% | +3.6% |
| 6M | +16.8% | +126.8% | -110.0% | +13.3% |
| YTD | +24.8% | +35.6% | -10.8% | +22.1% |
| 1Y | +34.3% | +108.9% | -74.6% | +28.8% |
| 3Y | +87.0% | -0.3% | +87.2% | +80.4% |
| All | +60.1% | -69.1% | +129.2% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded FGI 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling