+140.8%
IEMG vs FHN
+128.3%
+12.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -1.3% | -1.2% | -0.1% | -1.1% |
| 30D | +1.9% | -4.8% | +6.7% | +2.8% |
| 3M | +1.4% | -0.7% | +2.1% | +1.4% |
| 6M | +15.2% | +10.6% | +4.6% | +12.8% |
| YTD | +23.8% | +4.6% | +19.2% | +22.4% |
| 1Y | +30.7% | +11.4% | +19.3% | +27.3% |
| 3Y | +83.3% | +132.3% | -49.0% | +51.9% |
| 5Y | +48.8% | +90.2% | -41.4% | +21.1% |
| All | +140.8% | +128.3% | +12.5% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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