+138.4%
IEMG vs FICO
+607.5%
-469.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | +2.8% | -15.4% | +18.2% | +6.0% |
| 30D | +4.6% | -10.4% | +15.0% | +6.3% |
| 3M | +5.5% | -22.7% | +28.2% | +9.3% |
| 6M | +19.7% | -36.8% | +56.5% | +28.5% |
| YTD | +25.5% | -44.8% | +70.3% | +38.7% |
| 1Y | +35.5% | -39.3% | +74.8% | +44.4% |
| 3Y | +88.0% | +3.7% | +84.2% | +62.2% |
| 5Y | +50.6% | +101.7% | -51.1% | +0.6% |
| 10Y | +138.4% | +602.8% | -464.4% | -5.2% |
| All | +138.4% | +607.5% | -469.2% | -5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling