+121.0%
IEMG vs FICO
+544.0%
-423.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.1% | +2.4% |
| 7D | -0.1% | -0.1% | -0.1% | -0.2% |
| 30D | -8.8% | +8.4% | -17.2% | -10.6% |
| 3M | -7.2% | -30.5% | +23.4% | -2.5% |
| 6M | -9.8% | -35.7% | +25.9% | -5.3% |
| YTD | +11.4% | -57.2% | +68.6% | +27.0% |
| 1Y | +13.2% | -58.4% | +71.6% | +29.8% |
| 3Y | +70.0% | -24.8% | +94.9% | +55.4% |
| 5Y | +36.6% | +79.3% | -42.7% | -9.8% |
| 10Y | +121.0% | +531.6% | -410.6% | -11.2% |
| All | +121.0% | +544.0% | -423.0% | -11.2% |
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