+13.9%
IEMG vs FICO
-57.1%
+71.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +0.8% |
| 7D | -3.1% | +0.4% | -3.5% | -3.1% |
| 30D | -10.3% | +1.7% | -12.0% | -10.2% |
| 3M | -6.6% | -33.0% | +26.4% | -7.9% |
| 6M | -3.9% | -33.9% | +30.0% | -6.1% |
| YTD | +12.4% | -58.5% | +70.9% | +8.5% |
| 1Y | +13.9% | -56.4% | +70.2% | +9.9% |
| All | +13.9% | -57.1% | +71.0% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling