+43.2%
IEMG vs FGI
-66.3%
+109.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.5% | -1.4% |
| 7D | +5.3% | +13.5% | -8.2% | +5.1% |
| 30D | -7.2% | +17.1% | -24.3% | -7.4% |
| 3M | -8.1% | +78.0% | -86.1% | -9.6% |
| 6M | -6.7% | +46.4% | -53.1% | -8.1% |
| YTD | +11.6% | +47.7% | -36.1% | +9.0% |
| 1Y | +11.4% | +56.8% | -45.4% | +8.4% |
| 3Y | +69.3% | +12.3% | +57.0% | +62.9% |
| All | +43.2% | -66.3% | +109.5% | +41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling