+47.0%
IEMG vs FHN
+87.6%
-40.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -0.9% | -0.8% | -0.1% | -0.8% |
| 30D | +2.1% | -2.6% | +4.8% | +2.4% |
| 3M | +4.6% | +0.8% | +3.8% | +4.4% |
| 6M | +14.0% | +9.2% | +4.8% | +12.8% |
| YTD | +22.3% | +5.1% | +17.2% | +21.5% |
| 1Y | +30.7% | +12.2% | +18.5% | +28.7% |
| 3Y | +83.2% | +132.4% | -49.2% | +68.2% |
| 5Y | +47.0% | +91.1% | -44.1% | +29.4% |
| All | +47.0% | +87.6% | -40.7% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling