+61.0%
IEMG vs FGI
-69.8%
+130.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | +2.8% | +5.2% | -2.4% | +2.7% |
| 30D | +4.6% | +65.2% | -60.6% | +3.1% |
| 3M | +5.5% | +30.2% | -24.7% | +4.2% |
| 6M | +19.7% | +87.8% | -68.1% | +16.4% |
| YTD | +25.5% | +32.5% | -6.9% | +22.8% |
| 1Y | +35.5% | +93.6% | -58.1% | +30.1% |
| 3Y | +88.0% | -2.6% | +90.5% | +81.5% |
| All | +61.0% | -69.8% | +130.8% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling